[ENH] Added method plot_components() to the STLForecaster forecaster #6423
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ericjb
requested review from
achieveordie,
benHeid,
fkiraly and
yarnabrina
as code owners
fkiraly
requested changes
May 19, 2024
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Nice!
At the start, we should add checks and informative messages for the user, if:
- the estimator is not fitted
matplotlibis not present, it is a soft dependency
This can be addressed by:
- calling
check_is_fitted - calling
_check_soft_dependencies
(you can search for examples in the code base - kindly let me know if you need pointers)
fkiraly
added
module:forecasting
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STL decomposition is an important and widely used technique in time series analysis. It is supported in sktime via the STLForecaster class. While it can be used as a step in a chain, it is also helpful - and common - to plot the decomposed series - observed, trend, seasonal, residuals. The method plot_components() has been added to the STLforecaster class to support this.
For an example of how to use this see section 2 in the attached pdf.
PullRequestNotes.pdf