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Add DetectSeasonality as a Helper function in TimeSeries ExtensionDialog #5231
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…arning into dev/lisah/seasonality
2. Remove the MathUtils and use MedianDblAggregator (make it BestFriend) 3. Add Unit Tests
This was referenced Jun 11, 2020
klausmh
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docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectSeasonality.cs
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2. Update comments and polish SeasonalityDetector for readability.
…nto dev/lisah/seasonality
Codecov Report
@@ Coverage Diff @@
## master #5231 +/- ##
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- Coverage 73.47% 69.30% -4.17%
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Files 1010 771 -239
Lines 187988 145018 -42970
Branches 20262 18461 -1801
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- Hits 138118 100502 -37616
+ Misses 44385 39343 -5042
+ Partials 5485 5173 -312
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harishsk
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docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectSeasonality.cs
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1. Change Randomness threshold to [0, 1] range as confidence internal and map to inverse normal cumulative distribution 2. Update unit tests to use sin(2pi + x) 3. Other formatting issues
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We are excited to review your PR.
So we can do the best job, please check:
Fixes #nnnn
in your description to cause GitHub to automatically close the issue(s) when your PR is merged.This PR is part of Feature Request: #5230 : Add Seasonality Detection for Time-Series Data
Description
In time series data, seasonality is the presence of variations that occur at specific regular intervals less than a year, such as weekly, monthly, or quarterly.
In this PR, we propose to provide Seasonality Detection Support for Time-Series Data based on fourier analysis.
This PR introduced:
DetectSeasonality
API toExtensionDialog
in TimeSeries projectSeasonalityDetector
that implements the actual logic based on fourier tranformDetectSeasonality
indocs/sample/timeseries
folder.TimeSeriesDirectApi
fileMedianDblAggregator
to be BestFriend and use it inSeasonalityDetector