awslabs/gluonts

Change seasonality of "D" to 7, and 52 for "W"

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#975 opened on Aug 4, 2020

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 (2 comments) (0 reactions) (0 assignees)Python (753 forks)batch import
enhancementgood first issue

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Description

Description

  • currently we have DEFAULT_SEASONALITIES = {"H": 24, "D": 1, "W": 1, "M": 12, "B": 5}
  • however, having a seasonality of 1 has no real benefit to my knowledge (please correct me if I'm mistaken)
    • I base my knowledge on NBEATSEstimator and Naive2Predictor
  • therefore I suggest seasonality of 7 for Daily data "D"
    • to me this makes sense since this would capture the seasonality of workdays and weekends and in general the work week
  • additionally we could think of a seasonality of 52 (or 4) for weekly data "W"

Examples

  • Wavenet:
                {
                    "H": 7 * 24,
                    "D": 7,
                    "W": 52,
                    "M": 12,
                    "B": 7 * 5,
                    "min": 24 * 60,
                },
  • DeepState:
FREQ_LONGEST_PERIOD_DICT = {
    "M": 12,  # yearly seasonality
    "W-SUN": 52,  # yearly seasonality
    "D": 31,  # monthly seasonality
    "B": 22,  # monthly seasonality
    "H": 168,  # weekly seasonality
    "T": 1440,  # daily seasonality
}

Contributor guide

Research direction
Locate the DEFAULT SEASONALITIES dictionary in the codebase and update the values for "D" to 7 and "W" to 52 as suggested. Verify the changes with existing tests and ensure no regression.
Tech stack
python
Domain
data
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
Under 1 hour
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Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
Python
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
65