STLDecompose
STLDecompose copied to clipboard
Check for any/proper DatetimeIndex in observations
The pandas wrapper in decompose()
keeps track of the observation DatetimeIndex so it can be used properly in the forecast()
method.
There are two potential issues here:
- while the decomposition seems to work fine without continuous data e.g. no missing data, it does require a DatetimeIndex
- though the decomposition would work with missing data, the forecast will fail awkwardly if there is a bad DatetimeIndex
A couple of possibilities:
- the decompose method could raise an exception if the input is missing a DatetimeIndex
- the forecast method could catch exceptions and raise this as a possibly helpful message