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[ML] Forecasting trend is unexpected given data #2772

Open valeriy42 opened 3 days ago

valeriy42 commented 3 days ago

We observed that forecasting can exhibit unexpected and unintuitive trends given data with interruptions: Image or temporary decrease: Image

I was able to reproduce the behavior using synthetic data: Image

May be related to https://github.com/elastic/ml-cpp/issues/513

valeriy42 commented 3 days ago

The problem is that for a certain unfortunate window of time, the data may look like it contains an upward trend from the model's perspective:

Image

I am looking at how to fix this behavior without affecting the generally correct working trend recognition.