Timelion STD use season

(bert vervaele) #1

Hello everyone,

I have a question about timelion. I'm trying to do some anomaly detection. I use the holt winter of last 4 weeks to predict the value. But I would like to add 3 time the std to it. But I don't want the std calculated on the points of previous hour but of the same points I calculate the holt winter on.
This is what I have now:


but is there a way to do something like

or is there a way I can fix it with changing .es() ?

(Rashid Khan) #2

Unfortunately .mvstd() does not support seasonality.

Also .holt() is implemented such that only specifying alpha will result in single exponential smoothing: http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc431.htm. So season= won't come into play until you've specified beta and gamma.

(system) #3

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