<p>I got similar issue, when I try to read the paper, <a href="https://arxiv.org/pdf/1206.6910.pdf" rel="nofollow noreferrer">https://arxiv.org/pdf/1206.6910.pdf</a>, I notice one paragraph</p>
<blockquote>
<p>Also, simulations and theory (Golyandina, 2010) show that it is
better to choose window length L smaller than half of the time series length
N. One of the recommended values is N/3.</p>
</blockquote>
<p>Maybe that's why in the ML.Net Power Anomaly example, the value is chosen to be 30 for the 90 points dataset.</p>
Correct values for SsaSpikeEstimator's pvalueHistoryLength
<p>In the creation of a SsaSpikeEstimator instance by the <a href="https://docs.microsoft.com/en-us/dotnet/api/microsoft.ml.timeseriescatalog.detectspikebyssa?view=ml-dotnet#Microsoft_ML_TimeSeriesCatalog_DetectSpikeBySsa_Microsoft_ML_TransformsCatalog_System_String_System_String_System_Int32_System_Int32_System_Int32_System_Int32_Microsoft_ML_Transforms_TimeSeries_AnomalySide_Microsoft_ML_Transforms_TimeSeries_ErrorFunction_" rel="nofollow noreferrer">DetectSpikeBySsa method</a>, there is a parameter called <code>pvalueHistoryLength</code> - could anybody please help me understand, for any given time series with X points, which is the optimal value for this parameter?</p>