The --multiplicative season in changepoint-detector was tested only on simulated steps. Today it met a real series with a season that grows with the level: monthly airline passengers, 1949 to 1960. The series has no documented step, so every changepoint the tool reports is a false alarm.
| Model | Steps reported |
|---|---|
| mean, additive season | 21 |
mean, --multiplicative | 22 |
--trend bend, additive / multiplicative | 20 / 15 |
log series, --trend bend | 8 |
log series, --trend bend, meanvar | 5 |
The multiplicative season did not help, because the underlying rise is exponential and a level model cannot follow it. Taking logs first is the better route, which agrees with the earlier UK gas result. One series, so no claim about rates; the counts are pinned in airline-passengers.test.mjs.