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config-i1 / smooth

The set of functions used for time series analysis and in forecasting.
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Develop a mixture of backcasting & optimisation initialisation #200

Closed config-i1 closed 1 year ago

config-i1 commented 1 year ago

This is needed for ARIMAX models, where ARIMA states are backcasted and X is optimised.

config-i1 commented 1 year ago

This was done in one of the previous versions... forgot to close the issue.