LaurentRDC / javelin

Haskell implementation of series, or labeled one-dimensional arrays.
https://hackage.haskell.org/package/javelin
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Feature request: (time-) series forecasting #3

Open LaurentRDC opened 10 months ago

LaurentRDC commented 10 months ago

A common use of (time-) series is for forecasting. Popular methods include:

Peek at Nixtla's statsforecast models to get a sense of standard forecasting methods.

While providing standard models for forecasting is important to make Haskell a viable data science platform -- most data scientists I know just use 'ready-to-use' models -- I think we can accelerate development by providing a nice interface to specify arbitrary models, and implement the popular models in this interface