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config-i1 / mes

Mixed Exponential Smoothing
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Advanced loss functions #10

Closed config-i1 closed 4 years ago

config-i1 commented 4 years ago

Implement the parameter loss with all the multiple steps ahead losses for mes().

The distribution parameter will be potentially detachable from the losses.

config-i1 commented 4 years ago

Done. Simple ones work already. Those that still need to be fixed:

  1. All multisteps - they need the matrix of errors (issue #14);
  2. LASSO - needs proper normalisation of data / parameters.