-
Model diagnostics for the current "seasonal naive" model for solar radiation show autocorrelation and non-normal (leptokurtic) residuals. See if this can be improved by maybe figuring out how to use …
-
As reported [here (#80)](https://github.com/ploomber/projects/pull/80), there's an error with the logic of identifying a URL format.
The particular error is the following:
```
*** templates/times…
-
I feel very limited that SSA is the only method available for time series modeling. Of course, other parametric and non-parametric models are capable of forecasting, but a parametric approach like ARI…
-
Hi. Your code for MA linear regression uses residual for y_train
![image](https://user-images.githubusercontent.com/101608528/214235011-a31fcba6-997f-4779-8642-c4c67db18944.png)
But the following …
-
**Problem:** When applying the Ljung-Box test to residuals from ARMA(p, q) models with k lags, Ljung & Box (1978) and also Box & Pierce (1970) say that the degrees of freedom need to be adjusted by p+…
-
In #22 I'm working on using auto-ARIMA to select better models for each variable, but it is time consuming. Once the model selection process has happened though, you can use `refit()` or `stream()` f…
-
**Describe the bug**
Calling add_holidays on timeseries makes multivariate series.
**Expected behavior**
Calling models that can handle holidays (eg. Prophet, ARIMA with exogenous series) would a…
-
I want to forward validate several auto AutoARIMA models wrapped in a StatsForecast object (multiple time series).
Is there a way to freeze once found optimal auto arima parameters to re use them (…
-
While `AutoARIMA` from `pmdarima` is slow, it shows the model hyperparameters in a convenient manner. How can I get the same for `statsforecast` `AutoARIMA`?
A consistent interface with `pmdarima` …
-
This is just an open question. With `exportRecordsTyped` near complete, what can be done to make it compatible with importRecords? Is anything required? One issue I can see is the need to drop the mCh…