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### Description
ARIMA models are often used to describe time series data. Therefore we should add an Arima primitive for time series forecasting. We can use the [statsmodels library](https://www.st…
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Hey,
I am trying to run the following code:
output
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Hi,
nice collection, all together. Maybe one suggestion to add ARIMA model, looks good on some stocks.
I have question, I created account at https://iexcloud.io/docs/api/#streaming to get update…
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Hi @AdrianAntico,
I'm running a machine with 36 cores and 64 gb ram.
However I notice that the runtime don't seem to be any faster than my laptop with 8 cores and 8 gb ram.
I've made sure to …
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Heard more feedback that endog and exog are a stumbling block for new users. These were people who know stats, they just don't come from econometrics background. I think we should deprecate and move t…
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I can not provide my own data but I have received this message when forecasting reconciled models.
```
ds_aggregated %
fabletools::aggregate_key((category/sub_category), SI = sum(value_si))
…
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Objective:
* measure complexity (weighted permutation entropy, others?) and forecast skill across our collection of time series
* identify what properties affect forecast skill; how these properties…
ha0ye updated
5 years ago
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aka: FK and AG to finish their paper
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I am modelling some data that has values every 8 hours. I would like to capture multiple seasonality in models that cannot do so automatically by including a dummy variable for day of the week as well…
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I'm not positive that the HR method for approximate ARMA parameters is done "correctly". This needs revisiting, and maybe needs some generalization. Just came across another reference in the X13ARIMA …