dotnet / dotnet/machinelearning
Clarify WindowSize parameter in ForecastBySsa
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Description
**Is your feature request related to a problem? Please describe.**
The recommended value for the WindowSize parameter of the [ForecastBySsa](https://docs.microsoft.com/en-us/dotnet/api/microsoft.ml.timeseriescatalog.forecastbyssa?view=ml-dotnet) algorithm is unclear. Available samples, as well as the [example](https://docs.microsoft.com/en-us/dotnet/api/microsoft.ml.timeseriescatalog.forecastbyssa?view=ml-dotnet) in official documentation, seem to suggest that the recommended value for WindowSize is equal to the length of the cycle present in the timeseries data. Simple tests reveal that this is not the case, and a good recommended value seems to be WindowSize=cycleLength+1, rather than WindowSize=cycleLength. Even in the documentation example linked above, which uses data with a clear cycle of length 5, the prediction does not work well with WindowSize = 5, but works perfectly with WindowSize = 6.
**Describe the solution you'd like**
Please clarify if there is a recommended value for WindowSize and if so, update the documentation/samples to convey it clearly.
**Describe alternatives you've considered**
Checked implementation of the algorithm, publicly available samples using the algorithm, as well as the scientific paper on which the alogirthm is based - didn't get a clear asnwer.
**Additional context**
[Documentation example](https://docs.microsoft.com/en-us/dotnet/api/microsoft.ml.timeseriescatalog.detectspikebyssa?view=ml-dotnet) of the related DetectSpikeBySsa algorithm, suggests that the recommended value for SeasonalityWindowSize=cycleLength+1.
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