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functime-org / functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
https://docs.functime.ai
Apache License 2.0
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Statsforecast implementation #200

Closed akmalsoliev closed 1 month ago

akmalsoliev commented 5 months ago

Based on discussion #198

Initial idea on how to implement Nixtla's Statsforecast into Functime, it should be followed by NeuralForecast, however, not sure if all parameters are exactly the same, hence, just wanted to give a simple SF a try.

NOTE: This is a draft for now, so feedback is more than welcome.

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