The default seasonal component bandwidth for Loess is 0.5, which can lead to errors when running on reasonable amounts of data with longer seasonality (e.g. 2 weeks of data w/ 1 week seasonality).
We should change to by default use whole seasonal in Loess, (i.e. set seasonalComponentBandwidth=1.0)
The default seasonal component bandwidth for Loess is 0.5, which can lead to errors when running on reasonable amounts of data with longer seasonality (e.g. 2 weeks of data w/ 1 week seasonality).
We should change to by default use whole seasonal in Loess, (i.e. set
seasonalComponentBandwidth=1.0
)https://github.com/brandtg/stl-java/blob/master/src/main/java/com/github/brandtg/StlConfig.java#L33