ykang / gratis

GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
https://github.com/ykang/gratis
GNU General Public License v3.0
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What is the difference between several features, which apparantely related to seasonality? #6

Closed michael135 closed 5 years ago

michael135 commented 5 years ago

What is the difference between following features?

And in particular if seasonal_strength = 1 is it possible, that seas_acf1=0?

I looked through tsgeneration paper, but I didn't find. Please let me know if I miss something.

ykang commented 5 years ago

seasonal_strength1 and seasonal_strength2 are for multi-seasonal time series, representing seasonal_strength for the 1st and 2nd seasonal component.

michael135 commented 5 years ago

If I choose just seasonal_strength, it means, that there will be just 1 kind of seasonality?

ykang commented 5 years ago

Yes.

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On Mar 6, 2019, at 19:03, Michael Dym notifications@github.com<mailto:notifications@github.com> wrote:

If I choose just seasonal_strength, it means, that there will be just 1 kind of seasonality?

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michael135 commented 5 years ago

Does it makes sence if I choose:

When:

Isn't it some kind of contradiction?

feng-li commented 5 years ago

I don't think that is a realistic setting reflecting the real world.

michael135 commented 5 years ago

Just to assure that we are on the same page, in order to create "realistic" seasonal time series.

There should be:

Or some additional features also should be greater than 0 ?

feng-li commented 5 years ago

I think you just need to set seasonal_strength > 0 and leave seas_acf1 and seas_pacf1 as 0 (in the Shiny app, 0 really means unrestricted), unless you have some specific interest (target) of acf and pacf.

michael135 commented 5 years ago

thank you @feng-li, it's very helpful information. Without GUI, the logic is the same? If I don't specify "some feature" it's not necessary 0?