stl-java

stl-java copied to clipboard

Issues comparing with R / Python / Fortran version

21

Hi @brandtg, I've been looking for a Java STL package and was psyched to find that you were working on one! My first comparison with the Java code was for...

jcrotinger

hi, I cloned your code and refactored the code as [stlplus](https://github.com/hafen/stlplus) described. and add the twitter anomaly detection in an project, maybe it can help others. The repository(https://github.com/ruananswer/twitter-anomalyDetection-java)

ruananswer

Usage of exemple

18

Hi :) Sorry, I would like to use the exemple, I try tou launch it, but I don't understand why I cannot. I have try to run the main of...

dmpvost

Make performance comparable to R / Fortran

20

On a timeseries of 89345 points with seasonality 8736 (hourly over ~10 yr), it takes 159.25s to compute STL, whereas in R it takes 1.37s. This may be due to...

brandtg

We should add a test that generates some series with known trend + seasonal and noise / anomalies, then see if we can decompose and get something similar w/in error...

brandtg