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Should we switch to the new best model?

sa_should_switch.Rd

Should we switch to the new best model?

Usage

sa_should_switch(
  res,
  thresholds = list(min_qs_p = 0.1, max_dist_sa_mult = 1.25, min_corr_seas = 0.9,
    min_lb_p = 0.05)
)

Arguments

res

Result of auto_seasonal_analysis().

thresholds

Named list with decision thresholds:

  • min_qs_p: minimum acceptable QS p-value on SA (overall) for the best model

  • max_dist_sa_mult: allow SA L1 distance up to this multiple of the cross-candidate median

  • min_corr_seas: minimum correlation of seasonal components (vs. incumbent)

  • min_lb_p: minimum acceptable Ljung–Box p-value on residuals

Value

One of "CHANGE_TO_NEW_MODEL" or "KEEP_CURRENT_MODEL".