-
### Description
Enhance existing normality testing and mirror functionality available in other modules
### Purpose
_No response_
### Use-case
_No response_
### Is your feature request related to…
-
Would you be interested in having `nnetar` being able to jointly fit/forecast multiple time series? (essentially turning it into "nnetVar" to do vector autoregression)
`nnet` can already handle multi…
-
Hi - I am wondering if it is possible / difficult to extend the Mahalonobis splitting function used for multivariate regression so that a user can input a fixed scale matrix instead of using the dynam…
-
Dear all,
in a multivariate time series forecast the flaml website example show how to run automl and then predict set test data for scoring; well. this is a regression approach, i think. in order to…
-
We can estimate the variance based on the difference between observations y_i - y_j if they have the same mean, or we can remove the effect of a changing mean.
examples:
- robust variance estim…
-
In multivariate imputation, we estimate the values of missing data using regression or classification models based of the other variables in the data.
The iterativeimputer will allows us only to us…
-
The function `_draw_auto_regression_correlated_np` can be optimized to run faster - there are some fun optimizations that can be made.
- [ ] (1) Instead of using `np.sum(a * b)` we can use `np.ein…
-
https://www.npmjs.com/package/js-regression
-
#### Describe the bug
I want to do regularized multivariate regression with sqrt_lasso. the endogenous variable dy is of shape 128x64 and exogenous variable x is of shape 128x64 also. When I try ru…
-
- Matern covariance functions for GP effects / trends
- 2d FFT GPs (or even 1d) for complex but stationary GP effects (https://arxiv.org/pdf/2301.08836.pdf)
- Multivariate normal observation models
…