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
}