Stanley Hopcroft,

My best guess is that the "lump" in DEVPREDICT is probably due to an
order of magnitude shock (a spike or spikes) in your time series at that
point (or near that point) in the seasonal cycle at some point in the
past. If you have a daily cycle (the default with 5 min intervals and a
seasonal cycle of 288), then this could have occurred in the last
several days. The algorithm has "learned" that there is unpredictability
at this point in the seasonal cycle and therefore has a wide confidence
band.

By default the seasonal deviation tuning parameter will be set to the
same value of alpha (the intercept adaptation parameter). With a value
of 0.0035, it might take some time to "unlearn" the spike. You can try
setting the seasonal adaptation parameter to a more aggressive value
(via the tune command with the -v flag). Our production environment is
using the value 0.28.

BTW, Stanislav Sinyagin [EMAIL PROTECTED], a contributor to this
list, has developed a tool which allows you to experiment with different
tuning parameters for aberrant behavior. You may want to contact him and
play around with it.

Jake

Jake Brutlag
Network Analyst
TV Services -- Network Operations
Microsoft MSN 

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