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Extend test coverage with noisy time series #7

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brandtg opened this issue Mar 19, 2016 · 0 comments
Open

Extend test coverage with noisy time series #7

brandtg opened this issue Mar 19, 2016 · 0 comments

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@brandtg
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brandtg commented Mar 19, 2016

We should add a test that generates some series with known trend + seasonal and noise / anomalies, then see if we can decompose and get something similar w/in error bounds.

Something similar to this but maybe less simplistic: https://github.com/brandtg/stl-java/blob/master/src/test/java/com/github/brandtg/TestStlDecomposition.java#L42

Alternatively, we could find some good public time series data sets with noise (e.g. the CO2 level data from R that is in sample-timeseries.json).

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