[Feature]: GLMNet timeseries method - Githubissues

ml-lib / CodeLib

Code library for common machine learning algorithms

BSD 3-Clause "New" or "Revised" License

2 stars 1 forks source link

[Feature]: GLMNet timeseries method #20

Closed bdiptesh closed 2 years ago

bdiptesh commented 2 years ago

Is your feature request related to a problem? Please describe.

Time series method to predict the next n intervals.

Describe the solution you'd like

Add a time series method for building forecasting models with/without exogenous variables using GLMNet.

Expected input(s)

df: pandas.DataFrame
y_var: List[str]
x_var: List[str]
method: Union[str]
param: Dict

Expected output(s)

predict

Additional context

No response

Acceptance criteria

Integration tests

Version

v0.4.0