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MSTL: handle non-seasonal data #18

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sd2k opened this issue Jun 5, 2023 · 0 comments
Open

MSTL: handle non-seasonal data #18

sd2k opened this issue Jun 5, 2023 · 0 comments
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help wanted Extra attention is needed

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@sd2k
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sd2k commented Jun 5, 2023

MSTL currently bails out if passed non-seasonal data or periods. The original paper and R/statsforecast implementations, however, use supersmoother to smooth the trend before modelling that as usual.

We should do the same. We'll need to write a supersmoother implementation though...
@sd2k sd2k added the help wanted Extra attention is needed label Jun 5, 2023
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