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Difference between default moving average declared in .fit() and find_start cause problem #29

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kmc026 opened this issue Sep 11, 2020 · 0 comments
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enhancement New feature or request

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kmc026 commented Sep 11, 2020

Moving average declared in the .fit() : 1 #fit(...moving_average=1,...)
Moving average declared in find_start : 6 #find_start(...ma_window=6)

Compile rate when using .fit (Moving average 1 ) onto a data size of 653 :
318/653 (49%)
Compile rate when using find_start (Moving average 6 ), find_end_baseline, SARIMAX_predictor, calc_resid onto a filtered data size of 537 :
514/537 (96%)

Note: .fit and au3_functions yield different results because of differences between moving averages

Suggestion: change default moving average value
Suggestion 2: warnings to remind users to change input parameters including the start andend dates, or ma when code does not compile

@kmc026 kmc026 added the enhancement New feature or request label Sep 11, 2020
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