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antoinecarme / pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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Upper and Lowers Bounds for Hierarchical Forecast Engine? #66

Open mgiangreco opened 7 years ago

mgiangreco commented 7 years ago

Is it intentional that the hierarchical forecast engine does not produce upper and lower bound estimates, whereas the standard forecast engine does?

antoinecarme commented 7 years ago

Yes. Laziness/Priorities sometimes explain a lot of things. Planned.

mgiangreco commented 7 years ago

Got it--that's understandable. I can take a shot at adding that if you can point me in the right direction. This is a feature I require for the project I'm working on.

antoinecarme commented 7 years ago

I am sure you will find where to start ;)

I usually start by prototyping all computation details on a toy example in a jupyter notebook. create some python test scripts, document all, double check and then start real coding. I can help if you share your findings in each step.

Good luck.

antoinecarme commented 7 years ago

Not sure the development process can match your project requirements though. sorry.