-
- [ ] Garch and it's simpler variants like (GJR-Garch, APARCH, AGARCH, EGARCH) [etc](https://vlab.stern.nyu.edu/docs/volatility)
- [ ] [Fractional differencing models](https://discourse.mc-stan.org/t…
-
Hello!
It would be great if users could install tbats with conda. Can you please create a conda package? Thank you!
https://conda-forge.org/#add_recipe
-
I try a lot of combination of memory and cpu, 1, 4, 6, 8, etc...
This error is random, if run again, complete with success.
**Enviroment:**
`Docker with image continuumio/miniconda3:4.8.2-alpine`…
-
When using`forecastHybrid` more than one core is used despite parallelization being turned off explicitly. This means that large runs are slow as cores conflict. Identifying someway to internally turn…
-
**What is your feature request related to?**
* Module request
**Please describe the module/problem**
A wrapper for the [sktime ](https://www.sktime.org/en/stable/api_reference.html) library, wh…
-
In relation to #3063 and #3064.
`AutoETS` - as a forecaster with autotuning capabilities such as `AutoARIMA` and `TBATS` - should ideally have a dedicated `update` method, which allows updating the…
h-t-w updated
2 years ago
-
### Description
We've heavily relied on [numba](https://numba.pydata.org/) to speed up our models, however we don't have the need for its JIT compilation, since the code that uses it is defined insid…
-
I'm looking for the ability to extract the parameters from the fit tbats estimator.
I would then like to recreate this model and fit it directly without evaluating all the other candidates. The bac…
-
Hi and thanks for working on this!
What's the fastest configuration for BATS and TBATS? We're running a number of basic tests and need to speed them up a bit.
We currently set `"use_box_cox": …
-
Here's the code I'm using:
```
import numpy as np
from sklearn.ensemble import RandomForestRegressor
from sklearn.model_selection import RandomizedSearchCV
import time
X = np.random.randn(10…