search

cmu-delphi / covidcast-indicators

Back end for producing indicators and loading them into the COVIDcast API.
https://cmu-delphi.github.io/delphi-epidata/api/covidcast.html
MIT License
12 stars 17 forks source link

`chng` `smoothed_adj_outpatient_covid` contains spikes/outliers #1915

Open brookslogan opened 9 months ago

brookslogan commented 9 months ago

Actual Behavior:

chng smoothed_adj_outpatient_covid signal has several spikes/outliers:

2023-12-11-102746_1912x955_scrot

Zooming in on one of these, it appears to impact only a single day:

2023-12-11-103026_401x827_scrot

Expected behavior

smoothed_adj_outpatient_covid should be smooth.

Context

I was browsing around signals in EpiVis to try to sanity-check COVID-19 hospitalization forecasts.

melange396 commented 2 months ago

wild unsubstantiated hunch -- this may be related to:

dshemetov commented 2 months ago

It might be due to bad Weekday model fitting, but Clarabel replaced ECOS this May, so I don't think it's responsible for these.

melange396 commented 2 months ago

Clarabel is the fix for ECOS instability, and these spikes happened well before May, so it makes sense to me that ECOS is the reason for them. The PR i linked was intended to force doctor_vists off of ECOS in order to prevent similar "spikes" that caused validation failures (drvisits was still running a pre-1.5 version of cvxpy in late May when #1966 was created). I could be missing something though. ¯\_(ツ)/¯

dshemetov commented 2 months ago

Ah I misunderstood, thought that issue was about accidentally using Clarabel.