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Unusual changepoints plot

Open lde2015 opened this issue 2 years ago • 0 comments

Hi, usually changepoints plot look like this: image

I would like your opinion on a model with such changepoints (on the same series): image

Parameters for this model: changepoint_prior_scale = 0.46, changepoint_range = 0.94, fourier_order_weekly_seasonality = 10, fourier_order_yearly_seasonality = 9, seasonality_mode = 'multiplicative', growth = 'linear', weekly_seasonality_prior_scale = 6.119445545860264, yearly_seasonality_prior_scale = 7.131054290549793 (I used hyperopt for tuning.)

Is such a model ok, or is there something wrong?

lde2015 avatar Jul 28 '22 06:07 lde2015