refine

Author: [email protected]

src/Microsoft.ML.TimeSeries/STL/Deseasonality.cs renamed to src/Microsoft.ML.TimeSeries/Deseasonality.cs

@@ -14,6 +14,11 @@ internal class FastLoess
         /// </summary>
         private const int _sampleSize = 100;
 
+        /// <summary>
+        /// The minimum length of a valid time series. A time series with length equals 2 is so trivial and meaningless less than 2.
+        /// </summary>
+        public const int MinTimeSeriesLength = 3;
+
         private readonly IReadOnlyList<double> _x;
         private readonly IReadOnlyList<double> _y;
         private readonly int _length;
@@ -35,7 +40,7 @@ public FastLoess(IReadOnlyList<double> xValues, IReadOnlyList<double> yValues, b
             Contracts.CheckValue(yValues, nameof(yValues));
             Y = new List<double>();
 
-            if (yValues.Count < LoessBasicParameters.MinTimeSeriesLength)
+            if (yValues.Count < MinTimeSeriesLength)
                 throw Contracts.Except("input data structure cannot be 0-length: lowess");
 
             _x = xValues;

src/Microsoft.ML.TimeSeries/STL/FastLoess.cs

@@ -43,7 +43,7 @@ public AbstractPolynomialModel RegressionDegreeOneWeighted(IReadOnlyList<double>
 
             Contracts.CheckParam(weights.Count == _length, nameof(weights));
             if (weights.Count != _length)
-                throw Contracts.Except("the weight vector is not equal length to the data points");
+                throw Contracts.Except("The length of the weight vector is not equal to the length of the data points.");
 
             // This part unfolds the matrix calculation of [sqrt(W), sqrt(W) .* X]^T * [sqrt(W), sqrt(W) .* X]
             double sum00 = 0;

src/Microsoft.ML.TimeSeries/STL/LeastSquares.cs

@@ -9,6 +9,10 @@ namespace Microsoft.ML.TimeSeries
     /// </summary>
     internal class Loess
     {
+        /// <summary>
+        /// The minimum length of a valid time series. A time series with length equals 2 is so trivial and meaningless less than 2.
+        /// </summary>
+        public const int MinTimeSeriesLength = 3;
 
         private const double NumericalThreshold = 1.0e-10;
 
@@ -41,7 +45,7 @@ public Loess(IReadOnlyList<double> xValues, IReadOnlyList<double> yValues, bool
             Contracts.CheckValue(xValues, nameof(xValues));
             Contracts.CheckValue(yValues, nameof(yValues));
 
-            if (xValues.Count < LoessBasicParameters.MinTimeSeriesLength || yValues.Count < LoessBasicParameters.MinTimeSeriesLength)
+            if (xValues.Count < MinTimeSeriesLength || yValues.Count < MinTimeSeriesLength)
                 throw Contracts.Except("input data structure cannot be 0-length: lowess");
 
             if (xValues.Count != yValues.Count)

src/Microsoft.ML.TimeSeries/STL/Loess.cs

@@ -202,7 +202,7 @@ public SrCnnEntireAnomalyDetector(IHostEnvironment env, IDataView input, string
 
         private void CheckOptionArguments(SrCnnEntireAnomalyDetectorOptions options)
         {
-            Host.CheckUserArg(options.Period >= 0, nameof(options.Period), "Must be integer equal or greater than 0.");
+            Host.CheckUserArg(options.Period >= 0, nameof(options.Period), "Must be an integer equal to or greater than 0.");
 
             Host.CheckUserArg(options.BatchSize == -1 || options.BatchSize >= MinBatchSize, nameof(options.BatchSize), "Must be -1 or no less than 12.");
             Host.CheckUserArg(options.BatchSize >= 4 * options.Period || options.BatchSize == -1 || options.Period == 0, nameof(options.BatchSize), "Must be at least four times the length of one period.");