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| <h1 id="visual-tutorial-compare-methods-on-the-same-series">Visual tutorial: compare methods on the same series</h1> |
| <p>This tutorial is for the question: "which decomposition is behaving |
| qualitatively better on this signal?"</p> |
| <h2 id="goal">Goal</h2> |
| <p>Run several methods on the same series and compare:</p> |
| <ul> |
| <li>their full decomposition panels,</li> |
| <li>their trend estimates,</li> |
| <li>their seasonal estimates.</li> |
| </ul> |
| <h2 id="script">Script</h2> |
| <p>POSIX shell:</p> |
| <pre><code class="language-bash">PYTHONPATH=src python examples/visual_method_comparison.py \ |
| --out-dir out/visual_method_comparison |
| </code></pre> |
| <p>PowerShell:</p> |
| <pre><code class="language-powershell">$env:PYTHONPATH='src' |
| python examples/visual_method_comparison.py --out-dir out/visual_method_comparison |
| </code></pre> |
| <p>This script compares:</p> |
| <ul> |
| <li><code>STD</code></li> |
| <li><code>STDR</code></li> |
| <li><code>SSA</code></li> |
| <li><code>STL</code></li> |
| </ul> |
| <p>Published raw stdout:</p> |
| <ul> |
| <li><a href="../../assets/generated/tutorials/visual-comparison/run_stdout.txt">run_stdout.txt</a></li> |
| </ul> |
| <h2 id="output-files">Output files</h2> |
| <p>The script writes:</p> |
| <ul> |
| <li><code>out/visual_method_comparison/method_grid.png</code></li> |
| <li><code>out/visual_method_comparison/trend_overlay.png</code></li> |
| <li><code>out/visual_method_comparison/season_overlay.png</code></li> |
| <li><code>out/visual_method_comparison/comparison_summary.csv</code></li> |
| </ul> |
| <p>Published experiment record:</p> |
| <ul> |
| <li><a href="../../assets/generated/tutorials/visual-comparison/comparison_summary.csv">comparison_summary.csv</a></li> |
| </ul> |
| <p>Published summary from the current docs build:</p> |
| <table> |
| <thead> |
| <tr> |
| <th>Method</th> |
| <th>Backend</th> |
| <th style="text-align: right;">Trend std</th> |
| <th style="text-align: right;">Seasonal std</th> |
| <th style="text-align: right;">Residual RMS</th> |
| <th style="text-align: right;">Reconstruction error</th> |
| </tr> |
| </thead> |
| <tbody> |
| <tr> |
| <td><code>STD</code></td> |
| <td><code>native</code></td> |
| <td style="text-align: right;">1.0123</td> |
| <td style="text-align: right;">0.6723</td> |
| <td style="text-align: right;">0.0000</td> |
| <td style="text-align: right;">0.0000</td> |
| </tr> |
| <tr> |
| <td><code>STDR</code></td> |
| <td><code>native</code></td> |
| <td style="text-align: right;">1.0123</td> |
| <td style="text-align: right;">0.6723</td> |
| <td style="text-align: right;">0.0056</td> |
| <td style="text-align: right;">0.0000</td> |
| </tr> |
| <tr> |
| <td><code>SSA</code></td> |
| <td><code>native</code></td> |
| <td style="text-align: right;">1.0129</td> |
| <td style="text-align: right;">0.7052</td> |
| <td style="text-align: right;">0.1766</td> |
| <td style="text-align: right;">0.0000</td> |
| </tr> |
| <tr> |
| <td><code>STL</code></td> |
| <td><code>python</code></td> |
| <td style="text-align: right;">1.0149</td> |
| <td style="text-align: right;">0.7289</td> |
| <td style="text-align: right;">0.0012</td> |
| <td style="text-align: right;">0.0000</td> |
| </tr> |
| </tbody> |
| </table> |
| <p>Published example outputs:</p> |
| <p><img alt="Method grid" src="../../assets/generated/tutorials/visual-comparison/method_grid.png" /></p> |
| <p><img alt="Trend overlay" src="../../assets/generated/tutorials/visual-comparison/trend_overlay.png" /></p> |
| <p><img alt="Season overlay" src="../../assets/generated/tutorials/visual-comparison/season_overlay.png" /></p> |
| <h2 id="how-to-read-the-figures">How to read the figures</h2> |
| <p>These values come from one actual local run of the published script. The table |
| is useful because it keeps the figure interpretation grounded in recorded |
| numbers rather than only visual preference.</p> |
| <p><code>method_grid.png</code> is the broadest comparison:</p> |
| <ul> |
| <li>each row is one method,</li> |
| <li>columns show original, trend, season, and residual,</li> |
| <li>use it to see where one method is over-smoothing or leaking seasonality into |
| the trend.</li> |
| </ul> |
| <p><code>trend_overlay.png</code> is the fastest high-level diagnostic:</p> |
| <ul> |
| <li>if one method has a much more jagged trend than the others, it is probably |
| retaining seasonal energy in the trend,</li> |
| <li>if one method is too flat, it may be over-suppressing meaningful drift.</li> |
| </ul> |
| <p><code>season_overlay.png</code> helps you judge:</p> |
| <ul> |
| <li>amplitude consistency,</li> |
| <li>phase alignment,</li> |
| <li>whether a method is inventing oscillation where the others agree there is |
| little structure.</li> |
| </ul> |
| <h2 id="suggested-experimental-pattern">Suggested experimental pattern</h2> |
| <p>Use this workflow when choosing defaults:</p> |
| <ol> |
| <li>Start with 3 to 4 methods, not 10.</li> |
| <li>Inspect trend overlay first.</li> |
| <li>Inspect residual structure next.</li> |
| <li>Only then decide which method deserves benchmarking on a larger sweep.</li> |
| </ol> |
| <p>This prevents spending hours benchmarking methods that already look wrong by |
| inspection.</p></div> |
| </div> |
| </div> |
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