do not clear periodicity test after detecting a changepoint

Author: Hendrik Muhs

include/maths/CTimeSeriesDecompositionDetail.h

@@ -213,17 +213,6 @@ class MATHS_EXPORT CTimeSeriesDecompositionDetail {
         //! Test to see whether any seasonal components are present.
         void test(const SAddValue& message);
 
-        //! Clear the test if the shift is large compared to the median
-        //! absolute deviation in the window.
-        //!
-        //! There is no point in continuing to use the historical window
-        //! if the signal has changed significantly w.r.t. the possible
-        //! magnitude of any seasonal component. Çonversely, if we detect
-        //! a small change we don't want to throw a lot of history: since,
-        //! depending on the false positive rate, we may never accumulate
-        //! enough history to detect long seasonal components.
-        void maybeClear(core_t::TTime time, double shift);
-
         //! Age the test to account for the interval \p end - \p start
         //! elapsed time.
         void propagateForwards(core_t::TTime start, core_t::TTime end);

lib/maths/CTimeSeriesDecomposition.cc

@@ -249,8 +249,6 @@ bool CTimeSeriesDecomposition::addPoint(core_t::TTime time,
 bool CTimeSeriesDecomposition::applyChange(core_t::TTime time,
                                            double value,
                                            const SChangeDescription& change) {
-    m_PeriodicityTest.maybeClear(time, change.s_Magnitude[0]);
-
     bool result{m_Components.usingTrendForPrediction() == false};
     m_Components.useTrendForPrediction();
 

lib/maths/CTimeSeriesDecompositionDetail.cc

@@ -616,25 +616,6 @@ void CTimeSeriesDecompositionDetail::CPeriodicityTest::test(const SAddValue& mes
     }
 }
 
-void CTimeSeriesDecompositionDetail::CPeriodicityTest::maybeClear(core_t::TTime time,
-                                                                  double shift) {
-    for (auto test : {E_Short, E_Long}) {
-        if (m_Windows[test] != nullptr) {
-            TDoubleVec values;
-            values.reserve(m_Windows[test]->size());
-            for (const auto& value : m_Windows[test]->values()) {
-                if (CBasicStatistics::count(value) > 0.0) {
-                    values.push_back(CBasicStatistics::mean(value));
-                }
-            }
-            if (shift > MAD_TO_SD_MULTIPLIER * CBasicStatistics::mad(values)) {
-                m_Windows[test].reset(this->newWindow(test));
-                m_Windows[test]->initialize(time);
-            }
-        }
-    }
-}
-
 void CTimeSeriesDecompositionDetail::CPeriodicityTest::propagateForwards(core_t::TTime start,
                                                                          core_t::TTime end) {
     stepwisePropagateForwards(DAY, start, end, m_Windows[E_Short]);