Improve exponential_smoothing Module

odtuyzt / chrono-kit

An open source time series analysis library for processing, analyzing, visualising and forecasting time series data

MIT License

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Closed odtuyzt closed 8 months ago

odtuyzt commented 11 months ago

Improve the exponential smoothing module by;

Improve initialization functions:
- Improve the performance of already implented initialization methods
- Implement new initializations methods
Improve model performances:
- Implement methods to possibly improve implemented models' performances
- Implement a "fit score" to evaluate models' performances
Implement any other improvement that is suitable

hasanemirakin commented 11 months ago

Started changing models to support multivariable cases and testing model performance