Hello,
Writing to seek help in regard to some unexpected performance anomaly i am
observing in using tsoutlers:tso on the mac vs on an AWS cloud server..
I am running the following code with very small dataset of about 208
records.
d.dir <- '/Users/darshanpandya/xxxxxx'
FNAME <- 'my_data.csv'
d.input <- fread(file.path(paste0(d.dir,"/zzz/"),FNAME,fsep =
.Platform$file.sep), header = TRUE, stringsAsFactors = FALSE, showProgress
= TRUE) %>% as.data.frame
d.input$dummy_date <- as.Date(d.input$dummy_date, "%Y-%m-%d")
selectedCols <- c("observation","dummy_date")
inputData <- d.input[,selectedCols]
outlier.types <- list("Additive Outliers","Levels Shifts","Seasonal Level
Shifts","Innovation Outlier","Temporary Change")
tsFrequency <- 52
params <- list("outlier.types" = outlier.types,"tsFrequency" = tsFrequency)
tsFrequency = params$tsFrequency
outTypes <- unlist(params$outlier.types)
ts.var <- ts(inputData[,1], frequency = tsFrequency)
ts_outlier <- tso(ts.var, types =
outlier.types
, maxit = 1)
This piece of code runs in about 60 seconds on my laptop but take about
upward of 13 mins on a decent AWS node with nothing else running on it.
Any hints as to why this is happening is greatly appreciated.
Thank you for your help.
--
Sincerely,
Darshan
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