NervousEnergy1979

Allow user-defined prediction models to replace SARIMAX with LSTM, FB Prophet, etc.

2

Instead of using the SARIMAX model's predictions to be fed as a feature / observation into the agent at every time step, maybe using the predictions of a separately trained...

Ambiguity between `n_samples` and `n_timestamps`

5

Hi, thanks for this great library. I am trying to create recurrence plots for a time series of geometric brownian motion, but however I try to set the parameters in...

I see from the examples that you can use `rolling().parallel_apply()` which would be my use case. Although I'm not sure if `pandarallel` chunks by rows or columns. Say I want...

get_daily_vol ValueError, length mismatch

5

Hi, thanks for the great work on this library. I am using the `util.get_daily_vol` function with a pandas series of close prices indexed by a pandas TimeStamp. The index contains...

Failed to build - possible BLAS issue

18

Hello, I'm trying to pip install `scs` on macOS Moneterey, M1 chip via the [installation guide](https://www.cvxgrp.org/scs/install/python.html), but I keep getting the error below. ``` blas_mkl_info: NOT AVAILABLE blis_info: NOT AVAILABLE...