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config-i1 / smooth

The set of functions used for time series analysis and in forecasting.
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Make wrappers for adam() #198

Closed config-i1 closed 1 year ago

config-i1 commented 2 years ago

This should improve the functions in terms of speed, robustness and stability.

  1. es() as a wrapper of adam() with distribution="dnorm";
  2. msarima() as a wrapper of adam() with model="NNN";
  3. sma() as a wrapper of ADAM ARIMA;

The functions that cannot be wrappers:

  1. ces()
  2. gum()
  3. ssarima()

This issues is related to #144

config-i1 commented 2 years ago

Done for es() in 0d119ec433cf6134fcc9565de76703591f20bc62

config-i1 commented 2 years ago

sma() could not be done as a wrapper, but now uses the adam() C++ code. Something similar should be done with ces, gum and ssarima.

config-i1 commented 2 years ago

Another group of functions to amend:

  1. sim.es(),
  2. sim.ssarima(),
  3. sim.sma(),
  4. sim.gum(),
  5. sim.ces(),
  6. sim.oes()
config-i1 commented 1 year ago

Given the difficulty of rewriting ces(), gum() and ssarima(), this is currently put on hold. Similar stuff applies for simulation functions.

If someone is interested in doing that under my supervision, let me know.