LAMPSPUC / StateSpaceModels.jl

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
https://lampspuc.github.io/StateSpaceModels.jl/latest/
MIT License
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Feature suggestion: state space models for intermittent demand #310

Open SupplyChef opened 2 years ago

SupplyChef commented 2 years ago

As an addition to the existing models, I suggest adding models for intermittent time series. (Maybe along the lines of ADAM: https://openforecast.org/adam/ADAMIntermittent.html.) Intermittent time series are very common in some domains such as retail sales forecasting. Thanks!