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a. Present your preferred ETS and ARIMA forecasting models for the Sales Tax variable based on a six-month “hold-out” sample where you forecast into the last six months of the data (that is, define yo…
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When viewing multiple models over multiple series, the following problem occurs. When models are adjusted (or readjusted), in some cases (for example arima, ets, ..) they save details of the adjustmen…
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### Description
This is not quite clear from the library documentation; does non-stationarity require explicit handling via e.g. differencing? If the answer depends on the model, please let me know w…
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Now that a core model set is available, it is time to look to optimize the code to allow for quicker estimation and scalability to larger datasets.
**Model**
- [x] ARIMA models
- [ ] GARCH models
- […
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Native (not `sktime`) `pmdarima` models `ARIMA` and `AutoARIMA`, and `Prophet` (in`prophet`, not `sktime`) have some parameters which can be passed via `fit_params` (natively in `pmdarima` or `prophet…
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[data_tbl.xlsx](https://github.com/business-science/modeltime.ensemble/files/6517615/data_tbl.xlsx)
I am getting the following error when using `modeltime_fit_resamples`
```r
* Model ID: 3 SEAS…
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It would be nice to test more models (e.g. ARIMA), especially those easily implemented in the statsmodels library using the [StatsModelTSAModel](https://github.com/medic/chic-ts-outlierdetect/blob/a0d…
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### Description
Is there an api to print the model coefficients/aic/bic etc like `R` or `statsmodels`? I fitted an ARIMA model but the Nixtla classes don't appear to implement REPL support so its har…
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Using the latest github version of fable here (but issue is also present on CRAN version).
``` r
library(tsibble)
library(fable)
#> Loading required package: fabletools
library(dplyr)
#>
#> …
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As noted on the [mailing list](https://groups.google.com/forum/#!topic/pystatsmodels/1Oq1jYbrHgY), recent versions of Gretl estimate SARMA models very quickly, apparently using the methods described i…