tsf_describe_series
Compute per-series features—length, mean, sd, trend and seasonal strength, zero share, and autocorrelation—to guide model selection. Provides evidence for choosing SeasonalNaive, AutoETS, or intermittent-demand models.
Instructions
Compute the per-series features that decide which model family to try.
Returns length, mean, sd, coefficient of variation, share of zeros, trend strength (R-squared against time), seasonal strength (variance explained by the period means), and lag-1 autocorrelation of the differenced series.
Read it as evidence, not as an answer: high seasonal_strength argues for SeasonalNaive or AutoETS; a high pct_zero argues for the intermittent-demand models (ADIDA, IMAPA, CrostonClassic); high cv with low structure argues for keeping expectations modest. Cheap -- returns in under a second.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |