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clarifying parameters on time series #5038
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mstfbl
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src/Microsoft.ML.TimeSeries/AdaptiveSingularSpectrumSequenceModeler.cs
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mstfbl
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Added a few nit changes and build-breaking-fix changes such as the trailing whitespaces that causes builds to fail. Once these are fixed, this PR is good to
harishsk
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We are excited to review your PR.
Some context:
Also note that, here we are talking about three different parameters:
The first parameter is dictated by the series and even though it’s not used in SSA, it’s not meaningful for the user to “set” it arbitrarily. The third parameter is recommended to be at least twice as the biggest seasonality in the data that the user care about. The second parameter must be more twice the third parameter.
So to summarize we should have:
The first constraint is recommended while the other two are required.
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.