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microprediction / timemachines

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

Add ensembling methods #77

Open microprediction opened 2 years ago

microprediction commented 2 years ago

The set of stacking methods here is rather limited.

There's a nice survey in this paper and it would be pretty quick to add a few more.

Judging by the stacking success here it is worthwhile.

There's no need to do much testing independently as the Elo ratings take care of it.

Any takers?

microprediction commented 2 years ago

This issue is probably superceded by the https://github.com/microprediction/precise package

However leaving here as we need to incorporate it into the skatertools/ensembling