microprediction / timemachines

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

Investigate level set forecaster in StreamSkater #82

Open microprediction opened 2 years ago

microprediction commented 2 years ago

See comment at linkedin on level set forecaster as a means of converting point estimates into distributional.

If it's a good idea it should be pretty easy to create something similar to the existing SkatingFox (see here that promotes any point estimate skater into a distributional crawler.