search

config-i1 / legion

Multivariate models for forecasting purposes
9 stars 2 forks source link

Make proper outlierdummy #15

Open config-i1 opened 3 years ago

config-i1 commented 3 years ago

This should involve quantiles of multivariate normal distribution (isolines) in order to mark residuals as outliers. Currently it works in a univariate style.