Seasonal State Space Step

Problem

Perform one step of an additive seasonal state space model. With innovation = obs - (level + seasonal), update level_new = level + alpha * innovation and seasonal_new = seasonal + gamma * innovation.

Return [level_new, seasonal_new].

Hint

Level and seasonal components share the same innovation with different gains.

Test cases

case 1

in: [10,2,14,0.5,0.3]

expected: [11,2.6]

case 2

in: [5,0,5,0.4,0.4]

expected: [5,0]

case 3

in: [0,-1,0,0.5,0.5]

expected: [0.5,-0.5]

case 4

in: [10,1,8,1,1]

expected: [7,-2]

Starter codePython

def seasonal_state_space_step(level, seasonal, obs, alpha, gamma):
    # Your code here
    pass

4 test cases · run your code against them in the editor