Hi, After researching on how to handle seasonality in regression, I have the following findings.
1. Can use dummy variables to capture seasonality. The user needs to add dummy variables to the input stream to capture and quantify seasonality in the regression equation. Therefore, this does not have to be explicitly implemented since it will be a user input to the generic regression function. eg:- If there is a quarterly pattern, user 3 dummy variables to denote the 4 quarters. (dummy variables are binary variables) 2. If seasonality is continuous (i.e. not discrete) for example sinusoidal or quadratic or exponential, then the regression equation ceases to be linear and we need to identify the functional form that fits the data set. Then using that functional form, the user needs to convert it to linear form, prior to sending the data set to the generic regression function. eg:- if the dataset is of the form, y ~ Sin(x), then we need to create a new variable x1 = sin(x) so that we can fit the linear regression equation y = a + b * x1 Once again, we don't have to implement anything in the regression function, since this adjustment needs to take place before the data set is sent to the regression function. 3. This brings us to the next point and the golden question: how does a user identify which functional form the dataset fits? Usually, we need to employ some sort of algorithm to fit a non-linear regression equation like Gauss-Newton or a graphing mechanism, which unfortunately is out of the scope of the CEP. *Next Steps* So considering the above findinds, here are the next steps. 1. Create Samples for the following a) Plain old linear regression (simple and multivariate) b) Linear regression with dummy variables c) Linear regression on non-linear dataset, using siddhi queries to transform functional form to linear prior to sending data to regression function. 2. Document the above samples and complete function documentation 3. If and when we come across datasets that follow certain non-linear functional forms, create simple math functions in siddhi to convert data. eg:- Sin(x), power(x,n) etc; Thats the update as of now. Any thoughts? suggestions? Regards, Seshika
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