josepablocam

@dsdinter I jotted out a draft for a non-seasonal arima, but nothing complete enough worth sharing yet, so more than happy to coordinate something jointly. Were you thinking about seasonal/non-seasonal?

@dsdinter sorry about the delayed reply. I'm planning on cleaning up the sketch I currently have for the non-seasonal arima tomorrow and will share with you and see how best...

@dsdinter I'll share what I have by EOD. I trying to get the parameters fitted with CSS to match up with the ones in R's stat:arima. I'll post regardless of...

@dsdinter I've pushed what I currently have for ARIMA. Current parameter fitting is done using conditional sum of squares, with the math3 BOBYQA optimizer (so no derivative provided). I think...

@dsdinter @sryza I reworked what I currently have for the [non-seasonal arima](https://github.com/josepablocam/spark-timeseries/tree/arima). Thinking about it a bit more, I'm not entirely sure exogenous variables should be added to this implementation,...

@dsdinter no worries, I've been changing a lot of it, so actually probably best that you haven't taken a look yet

@dsdinter @sryza I've pushed what I have so far to my repo at https://github.com/josepablocam/spark-timeseries/tree/arima I also added some tests. I've left removeTimeDependentEffects commented out, since what I was doing doesn't...

doneso. Labeled as WIP https://github.com/cloudera/spark-timeseries/pull/40

@sryza and @cjnolet I had actually been working on the double exponential smoothing (i.e. trend and level, but no seasonality). I planned on doing triple after, but got sidetracked. I...

@cjnolet I started on a [holt winters implementation](https://github.com/josepablocam/spark-timeseries/blob/holtwinters/src/main/scala/com/cloudera/sparkts/HoltWinters.scala). I hope to get to work on it tomorrow. Implementing the additive variant for now. The one thing I did notice though,...