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.
Implements new ARIMAX model, which often improves ARIMA when there is strong weekly/monthly seasonality. Attached is an example comparison between ARIMA and ARIMAX trained on the same data.
taixhi
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1 year ago
Implements new ARIMAX model, which often improves ARIMA when there is strong weekly/monthly seasonality. Attached is an example comparison between ARIMA and ARIMAX trained on the same data.