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config-i1 / mes

Mixed Exponential Smoothing
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Deal with parametric prediction interval #39

Open config-i1 opened 4 years ago

config-i1 commented 4 years ago
  1. Rename "approximate" to "parametric";
  2. Develop / update the code for pure multiplicative models;
  3. Fix stuff for ARIMA;
  4. Deal with mixed models.
config-i1 commented 4 years ago
  1. Haven't been done. Just accept "parametric" along with "approximate". They will always be approximate for Etype="M" anyway, as distributions are not tractable in that case.
  2. Not done, the existing one does a fine job in many cases.
  3. Done.
  4. Ignored.