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add pydlm and check skforecast

Open ahmad-shahi opened this issue 2 years ago • 1 comments

it is a good method for uni and multivariate forecasting to see the impact of exog. Also, check skforecast, it seems good for forecasting.

ahmad-shahi avatar Mar 10 '23 23:03 ahmad-shahi

I can work on adding the bayesian dynamic linear model from pydlm. Is there a specific model or feature from skforecast you are interested in?

mikekeith52 avatar Mar 11 '23 17:03 mikekeith52