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Does the prediction fit for time series with an obvious linear trend (plus some periodic terms)?

Open Deep-Nav-Auto opened this issue 7 years ago • 0 comments

Does the prediction fit for time series with an obvious linear trend plus some periodic term? Such as y=x+sin(x/50)+noise; It seems the Least Square (LS) can do much better than the TFTS in this case. I am not sure whether I use the TFTS correctly.

Deep-Nav-Auto avatar May 24 '18 20:05 Deep-Nav-Auto