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Documentation for algorithm explaination #25

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xiaogangzhu opened this issue May 8, 2023 · 1 comment
Open

Documentation for algorithm explaination #25

xiaogangzhu opened this issue May 8, 2023 · 1 comment

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@xiaogangzhu
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Hi:

Appreciate for good project about time series smoothing tsmoothie!

However, is there any possible documentation explaining all these algorithm and hyperparameters setting within the package? Sometime I don't really understand the algorithm details so I don't know which algorithm to choose as well as how to set the parameters. If there is a good documentation it will be of great help.

Thanks!

@PavelRechkalov
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+1 To ^

I really want to understand want role noise_component plays in Kalman Smoothing as well as how to set an optimal number of season_periods

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