Timelion STD use season

[bertvervaele]

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:

.es(),.es().holt(0.25,season=1w).sum(.es(*).mvstd(4).multiply(3))

but is there a way to do something like
.es(*).mvstd(4,season=1w)

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

[rashid (Rashid Khan)]

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.