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microprediction / timemachines

Predict time-series with one line of code.
https://www.microprediction.com/blog/popular-timeseries-packages
MIT License
398 stars 51 forks source link

Write // version of precision weighted skater #23

Open microprediction opened 3 years ago

microprediction commented 3 years ago

Write a version of precision weighted skater so that it can track the accuracy of ensembles more efficiently. At present each individual model keeps its own copy of all history.

microprediction commented 2 years ago

For k=1 this issue is answered by the precise package.