[ENH] principled interface to infer seasonal periodicity from data
See original GitHub issueUsers currently have to set the seasonal periodicity sp
. We should provide an option to estimate it from the data or infer it from the date time index.
There may be some existing related functionality in pycaret and statmodels already.
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- Created 2 years ago
- Comments:11
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Yes, I think that would be an interesting case to see if we can come up with a good
ParameterEstimator
design. So far it’s more of a discussion topic.Issue for
seasonal
is here: https://github.com/sktime/sktime/issues/3835