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sktime STLTransformer is not detrending the series, current implementation is only deseasonalising

Open ltsaprounis opened this issue 3 years ago • 0 comments

In the notebooks we treat the STLTransformer as a detrender / deseasonaliser. However the sktime implementation is only a deseasonaliser. As a quickfix I'll add the sktime detrender as a step in all forecasting pipelines with STL. Will also raise an issue in sktime to fix this.

ltsaprounis avatar Nov 13 '21 13:11 ltsaprounis