Implement State Space Models (ETS).

[hasanemirakin]

Implement the different ETS models.

-https://otexts.com/fpp2/ets.html(from chapter 7.5 to 7.7 contains the explanations and informations needed)

[hasanemirakin]

ETS Models ETS(A,N,N) and ETS(M,N,N) was implemented. For the full table of ETS models: https://otexts.com/fpp2/ets.html#tab:ssm

[hasanemirakin]

I will implement E(A, Ad, M) and E(M,Ad,M) Edit: Both done.

[AlperenOvak]

I will implement E(A, A, N) and E(A, N, A). Edit: E(AAN) done

[muguryalcin]

I will implement E(A,A,A) and E(M,A,A).

[kilavuza]

I will implement E(M, A, N) and E(M, N, A).

[hasanemirakin]

I have reached some conclusions as a result of some research I want to share. The results of the ETS models we implement will most likely be very far off when compared to statsmodels. This is due to our implementation not having any parameter initialization functions. This leads to (in my case) some components having very large values. So, focus on implementing the fitting and forecasting equations for now. I will notify when the initialization functions are implemented.

[hasanemirakin]

One initialization function was implemented. Check model.py and state_space_models.py

[hasanemirakin]

Models Left: -E(A,N,M) -E(A,A,M) -E(M,N,M) -E(M,A,M)

Edit: All models are in progress of implementation

[AlperenOvak]

I will implement E(A, N, M)

[kilavuza]

I can implement E(M,N,M).

[hasanemirakin]

I will implement ETS(A,A,M) and ETS(M,A,M).

Edit: -AAM was implemented by @muguryalcin

[hasanemirakin]

All ETS models are either implemented or in progress of implementation.