microsoft / finnts

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.
https://microsoft.github.io/finnts
Other
184 stars 34 forks source link

fix frequency issue for daily forecasts with 365.25 periods. #127

Closed mitokic closed 1 year ago

mitokic commented 1 year ago

Fixed snaive and meanf models when running daily forecasts.