Use a Python STL instead of R

zrnsm / pyculiarity

A Python port of Twitter's AnomalyDetection R Package

GNU General Public License v3.0

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Use a Python STL instead of R #23

Closed JoshuaC3 closed 6 years ago

JoshuaC3 commented 6 years ago

See https://github.com/jrmontag/STLDecompose

zrnsm commented 6 years ago

Cool. It looks like this implementation is based on the one from statsmodels which I've tried in the past. At the time it was giving me results that I wasn't happy with. I'd love to see the R dependency removed if we can show that an alternative implementation of STL is equivalent. Happy to review a pull request.

JoshuaC3 commented 6 years ago

Will take a look into this and see if I'm up to it. Will report back.

zrnsm commented 6 years ago

Latest version now uses a python native STL.