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haifengl / smile

Statistical Machine Intelligence & Learning Engine
https://haifengl.github.io
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is there any dedicated algorithm in smile for time-series analysis? #561

Closed rayeaster closed 4 years ago

rayeaster commented 4 years ago

any plan to add dedicated time-series analysis algorithms like ARIMA or Prophet

haifengl commented 4 years ago

We don't have time-series analysis yet. ARIMA and Prophet sound good start points. Feel free to make a PR. Thanks!

rayeaster commented 4 years ago

ARIMA reference: https://www.jstor.org/stable/2335856 http://www.jstor.org/stable/2241884 https://github.com/Workday/timeseries-forecast

rayeaster commented 4 years ago

@haifengl would you please create a branch arima so I could PR to? Thanks

haifengl commented 4 years ago

Done. Thanks!

rayeaster commented 4 years ago

https://github.com/haifengl/smile/pull/568

rayeaster commented 4 years ago

I will close this issue since arima algorithm already in master branch. Thanks