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Is your feature request related to a problem? Please describe.
Using the ARMA algorithm within the SyntheticHistory ROM requires users to select proper parameters for SignalLag (P in literature) and NoiseLag (Q in literature) for a well-trained model. This requires some expertise in preprocessing time signals and selecting the correct parameters.
Describe the solution you'd like
There exist methods for auto-selection of these hyperparameters and it would be good to add one as an option to the list of TSA algorithms for SyntheticHistory ROMs.
Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.
For Change Control Board: Issue Review
This review should occur before any development is performed as a response to this issue.
1. Is it tagged with a type: defect or task?
2. Is it tagged with a priority: critical, normal or minor?
3. If it will impact requirements or requirements tests, is it tagged with requirements?
4. If it is a defect, can it cause wrong results for users? If so an email needs to be sent to the users.
5. Is a rationale provided? (Such as explaining why the improvement is needed or why current code is wrong.)
For Change Control Board: Issue Closure
This review should occur when the issue is imminently going to be closed.
1. If the issue is a defect, is the defect fixed?
2. If the issue is a defect, is the defect tested for in the regression test system? (If not explain why not.)
3. If the issue can impact users, has an email to the users group been written (the email should specify if the defect impacts stable or master)?
4. If the issue is a defect, does it impact the latest release branch? If yes, is there any issue tagged with release (create if needed)?
5. If the issue is being closed without a pull request, has an explanation of why it is being closed been provided?
The text was updated successfully, but these errors were encountered:
Issue Description
Is your feature request related to a problem? Please describe.
Using the ARMA algorithm within the SyntheticHistory ROM requires users to select proper parameters for
SignalLag
(P
in literature) andNoiseLag
(Q
in literature) for a well-trained model. This requires some expertise in preprocessing time signals and selecting the correct parameters.Describe the solution you'd like
There exist methods for auto-selection of these hyperparameters and it would be good to add one as an option to the list of TSA algorithms for SyntheticHistory ROMs.
Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.
For Change Control Board: Issue Review
This review should occur before any development is performed as a response to this issue.
For Change Control Board: Issue Closure
This review should occur when the issue is imminently going to be closed.
The text was updated successfully, but these errors were encountered: