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facebookresearch / Kats

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.
MIT License
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GetMetaData searches hyperparameters that is out of the bounds of the time series data #188

Closed yowgwowang closed 2 years ago

yowgwowang commented 2 years ago

When I'm using GetMetaData with stlf model, it keep selecting hyperparameter (seasonality: m) that is larger than the length of the time seires.

Can we add some fail-safes to resolve the issue? or can I set a range of parameters in the GetMetaData's all_params setting so it will only search hyperparameters make sense?

ValueError: The seasonality length m must be smaller than the length of time series

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yangbk560 commented 2 years ago

Hi @yowgwowang, we have landed a fix to make the models fail-safe. We will work on the feature allowing customized parameter space. Thank you so much for the feedback. :)