statsforecast
statsforecast copied to clipboard
Nixtla
Lightning ⚡️ fast forecasting with statistical and econometric models.
### What happened + What you expected to happen 1. Exception : No regressors provided 2. output dataframe with predictions from each model 3. -------------------------------------------------------------------------- RemoteTraceback Traceback (most recent call...
### Description Ensemble Modeling. Average multiple models together for better more accurate predictions. ### Use case Have a "model" that ensembles other model predictions. The ensemble model should take in...
### What happened + What you expected to happen I wanted to try distributed computation using dask. I followed the docs [https://nixtla.github.io/statsforecast/distributed.fugue.html ](https://nixtla.github.io/statsforecast/distributed.fugue.html ) and it's working fine using dask...
### What happened + What you expected to happen The `level` argument in `predict` is supposed to be confidence intervals, so it should be `(0, 100)`, and it may be...
I'm using the latest statsforecast and trying to run a forecast with 2 models and a dataset of 90K rows. The lib tries to grab 360gb of memory and crashes...
### Description I was curious if Nixtla supports ahead of time compilation, either explictly or via it's use of numba? #162 , #177 I believe are based on the observation...
### Description Is there an api to print the model coefficients/aic/bic etc like `R` or `statsmodels`? I fitted an ARIMA model but the Nixtla classes don't appear to implement REPL...
### Description I might have missed it, its hard to search the documentation at the moment as all the links are broken meaning google search end up on the 404...
### Description An article/tutorial on how to use different information criteria to select the best model in the Automatic forecasting models such as AutoArima, AutoETS, etc ### Link _No response_
### Description As far as I know StatsForecast currently does not have a "simulate" method for its models, comparable method in statsmodels: https://www.statsmodels.org/dev/generated/statsmodels.tsa.statespace.sarimax.SARIMAX.simulate.html. This method generates a number of possible...
