zillow / luminaire

Luminaire is a python package that provides ML driven solutions for monitoring time series data.
https://zillow.github.io/luminaire
Apache License 2.0
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Extracting time series components dataframe #99

Open lventosa opened 2 years ago

lventosa commented 2 years ago

Hello!

Is there any way to extract the dataframes containing the decomposition of the time series? That is, one column for the trend, another for the seasonality, etc.

Thanks

sayanchk commented 2 years ago

You can use the _params attribute for a trained model which contains all the training related information. Specifically, to get the model coefficients related info, you can do something like this:

model._params['model'].summary()

Here, model represents a trained structural model object: luminaire.model.lad_structural.LADStructuralModel