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Hello,
would you be open on adding X into SARIMA model to get also SARIMAX? The only option as of now is `statsmodels` in python. I don't count using R as an option. https://www.statsmodels.org/sta…
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Coefficients for features are interpretable, like in linear Regression
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Hi ,
I was looking into this github and I see that I am also facing similar issue over darts package to support for SARIMA and SARIMAX models to use it https://github.com/unit8co/darts/issues…
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Ref. https://github.com/sktime/sktime/actions/runs/8405444962
Failures:
1. `3.10, ubuntu-latest, classification`
2. `3.10, windows-latest, classification`
3. `3.11, macos-latest, classificatio…
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Implement autocovariance, autocorrelation, partial autocorrelation for AR,MA,ARMA, ... models
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### Describe the feature or idea you want to propose
To kick off the review of forecasting and hopeful eventual move away from huge collections of wrappers, I will audit the current state of foreca…
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We should interface `AutoReg` and `SARIMAX` from `statsmodels` as forecasters.
- [x] `SARIMAX`
- [ ] `AutoReg`
SARIMAX is currently not available in `sktime`, so having it would be nice.
`Au…
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Hello Everyone,
I am very new in python, but I am working with a complex model, and I faced an error that I need some help to find out what is the issue.
Here is when I ended to the error.
Plea…
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Hello,
I want to forecast electricity demand. It typically has some daily and weekly seasonal pattern. Therefore, some people claim, one might use a double seasonal ARIMA approach.
I wonder, whe…
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### Description
As far as I know StatsForecast currently does not have a "simulate" method for its models, comparable method in statsmodels: https://www.statsmodels.org/dev/generated/statsmodels.tsa.…