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forecasting-models

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pmdarima
nicolaschapados
nicolaschapados commented Nov 14, 2021

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

It would be nice to directly support simulating from a fitted ARIMA model, e.g. to have a simulate method to call that would delegate to statsmodels.tsa.arima.model.ARIMA.simulate. Right now, the only way I found is to use arima_res_ member of the fitted object.

Describe the solution you'd like

Class `pmdarima.arima.ar

good first issue feature request

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

  • Updated Dec 27, 2021
  • Jupyter Notebook

The repository provides an in-depth analysis and forecast of a time series dataset as an example and summarizes the mathematical concepts required to have a deeper understanding of Holt-Winter's model. It also contains the implementation and analysis to time series anomaly detection using brutlag algorithm.

  • Updated Jun 4, 2021
  • Jupyter Notebook
jacobbieker
jacobbieker commented Jun 16, 2022

Detailed Description

Currently, the graph neural network library dependencies don't support TPUs with pytorch geometric, or don't seem to at least because of custom kernels. We could add a Jax version for TPU support? The original model was implemented in Jax apparently.

Context

Being able to use TPUs could speed up

enhancement good first issue help wanted

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