[ML] Forecasting trend is unexpected given data
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:ml
>bug
- Dominant language
- C++
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- 157
- Forks
- 67
- Avg merge
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- Merged PRs (30d)
- 16
Description
We observed that forecasting can exhibit unexpected and unintuitive trends given data with interruptions:
or temporary decrease:
I was able to reproduce the behavior using synthetic data:
May be related to https://github.com/elastic/ml-cpp/issues/513
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