Dear all, I've been following this tutorial on an...
# statsforecast
Dear all, I've been following this tutorial on anomaly detection and everything is good, looks fine until the very last plot:
StatsForecast.plot(insample_forecasts, plot_random = False, plot_anomalies = True)
where only y is shown. No signs of the MSTL forecast or of the red circular markers pointing to where the anomalies were found. I recently bumped from statsforecast = 1.5.0 to 1.6.0. Perhaps there's a bug in the plot function? Thanks, Diego.
@José Morales: can you guide Diego in the right direction?
Thank you @Max (Nixtla) and no rush guys.
Hey. Are you using conformal intervals?
Yes I am. Like this:
intervals = ConformalIntervals(h=48, n_windows=2)
models = [MSTL(season_length = [24, 24*7],prediction_intervals=intervals)]
The rest is the same. P.S.: it used to be
models = [MSTL(season_length = [24, 24*7])]
on 1.5.0
That's most likely the reason. There's currently a bug that doesn't allow using the native intervals of the trend forecaster in MSTL, so the notebook from 1.5 produced native intervals with the AutoETS model and now they can only be generated through conformal intervals, which produces wider intervals in this case I suppose, so you don't get any outliers. will fix that
Ah ok. Thanks for the clarification. @Valeriy you probably want to write this down in case you see this issue around.
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