Closed pavelkrizek closed 3 years ago
Good idea, let's add it.
As discussed (to also track it here), the statsmodels library does not guarantee (yet?) uniform interface for all the models, thus creating new ThetaWrapper
, that inherits from BaseSmoothingWrapper
in a similar way as ExponentialSmoothingWrapper
does should be preferred over creating factory function get_statsmodels_wrapper
similar to get_sklearn_wrapper
.
ThetaModel will be available in release 0.12 - let's implement it once done along with the migration of other models https://github.com/statsmodels/statsmodels/milestone/14
Is your feature request related to a problem? Please describe. I would like to see the Theta forecasting model of Assimakopoulos and Nikolopoulos (2000) in hcrystalball. This method also performed particularly well in forecasting competitions (M3) and it can be of interest for other practitioners
Describe the solution you'd like Have wrapper for Theta model from statsmodels https://www.statsmodels.org/dev/generated/statsmodels.tsa.forecasting.theta.ThetaModel.html#statsmodels.tsa.forecasting.theta.ThetaModel with a unified interface.