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.
For best models that contain an average of multiple models, there are duplicate values in the forecast output.
For example if the average of arima and glmnet-R1 was the best model. There would be a forecast named "Best-Model" and another forecast named "arima_glmnet-R1" when there should only be "Best-Model" and each individual model forecasts.
For best models that contain an average of multiple models, there are duplicate values in the forecast output.
For example if the average of arima and glmnet-R1 was the best model. There would be a forecast named "Best-Model" and another forecast named "arima_glmnet-R1" when there should only be "Best-Model" and each individual model forecasts.