Outlier detection failed: issue with reading timestamps? about kats

[Axemen]

Hey @statsguy1995,

At the moment anything in KATS that use seasonal decomposition (Such as the OutlierDetector) all rely on the statsmodels library for the decomposition. And at the moment they do not support intra-day frequencies for decomposition.

[mturk24]

Hi, I wanted to follow up to see if intraday frequencies will be available at all, and if so is there an estimated time in future?

[milton-logothetis]

@Axemen Are you familiar of any workarounds for supplying custom frequency to the underlying seasonal_decompose so that it doesn't fail? That is without manually changing the source code.

[Axemen]

Hey @milton-logothetis,

At the moment there is no workaround without changing the underlying code.

It is possible to supply custom frequencies to the seasonal_decompose function through the period argument, However, Kats has no way of passing it through at the moment. But this is something that can be added in the future.