This PR implements fixes for various issues that were found in the holtWinters* functions. These fixes include:
Adding parsing of the optional seasonality parameter, and using the specified value for calculations, rather than always using the default value of 1d.
Fix the fetching and processing of data in holtWintersAberration. Previously, only the data fetched with the altered start time was used, which was not consistent with Graphite-web. This function requires access to both the series fetched with the original from/until values, as well as data fetched with the adjusted start time. This is because this function compares values in the series corresponding to the original from/until values with those produced by the call to holtWintersConfidenceBands, which requires the series corresponding to the adjusted start time. (See the holtWintersAberration function documentation and the implementation in Graphite-web for details.)
Adds testing for holtWintersAberration and holtWintersForecast, and expands testing for holtWintersConfidenceBands and holtWintersConfidenceArea.
See #780 for more details on the issues behind these fixes.
This PR implements fixes for various issues that were found in the holtWinters* functions. These fixes include:
1d.See #780 for more details on the issues behind these fixes.