[ML] do not clear periodicity test after detecting a changepoint #159
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hendrikmuhs
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Jul 19, 2018
| CPPUNIT_ASSERT(::fabs(x[2][0] - x[0][0]) < 3.3 * std::sqrt(noiseVariance)); | ||
| time += bucketLength; | ||
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| // Scale by 2 / 0.3 | ||
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| // Disabled, see https://github.com/elastic/ml-cpp/pull/159 | ||
| /* |
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That's unfortunate. This shows the problem with detecting a seasonal component when the window includes one or more change points.
I wonder if we can determine that the seasonal component we detect has worse prediction error than the current model and discard it. Such a test should avoid the other problem we hit.
This is something we might be able to achieve for 6.4, but let's look at that in a follow up PR.
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…stic#159) do not clear periodicity test after detecting a changepoint: Internal QA test revealed a problem with deleting the periodicity test after detecting a changepoint, causing a regression in an internal dataset. This fix removes the clearance part of changepoint detection (only a small part of cp detection, see elastic#95), effectively restoring the old behavior.
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Internal QA test revealed a problem with deleting the periodicity test after detecting a changepoint, causing a regression in an internal dataset. This fix removes the clearance part of changepoint detection (only a small part of cp detection, see #95), effectively restoring the old behavior.
Non-issue because this fixes an issue of an unreleased feature.