Norbert Kuder

Results 19 issues of Norbert Kuder

Add models from smooth package in R.

### Describe the workflow you want to enable I suggest adding new transformers to scikit-learn named `LogTransformer` and `LogWithShiftTransformer`, which would add the functionality of applying a logarithmic transformation and...

New Feature
Needs Triage

### Describe the workflow you want to enable Consider to add ReliefF and RReliefF feature selectors to sklearn.feature_selection. ### Describe your proposed solution Add ReliefF and RReliefF feature selectors. ###...

New Feature

Add built-in schema validation capabilities to pandera. It should check time series gaps based on datestamp gaps. Time series data typically requires continuous timestamps without gaps. Currently, users have to...

enhancement

Currently, statsmodels only provides an interface to a very limited subset of X13-ARIMA-SEATS model features. There is a seasonal package in R that offers full support for this model, and...

Add the Hurst exponent calculation feature, providing a tool for analyzing long-term memory effects in time series data based on: [Hurst exponent](https://en.m.wikipedia.org/wiki/Hurst_exponent)

enhancement

Currently, the STLForecaster is a rather limited solution that often fails to decompose time series effectively (residuals can still have the seasonalities). One possibility for improvement is to incorporate the...

feature request
good first issue
module:forecasting
module:transformations
enhancement

Add the cross- and termporal forecasting based on R packages: [thief](https://github.com/robjhyndman/thief) [MAPA](https://github.com/trnnick/mapa) [FoReco](https://github.com/daniGiro/FoReCo) I am eager to help to implement those algorithms.

implementing algorithms
module:forecasting
enhancement

Since the statsmodels package does not provide the full access to the X-13ARIMA-SEATS model, we could add this as a feature to sktime. I am eager to help with this,...

implementing algorithms
module:forecasting
enhancement

Add the mRMR, ReliefF and RReliefF feature selectors like in Matlab: [mRMR](https://www.mathworks.com/help/stats/fsrmrmr.html) and [ReliefF and RReliefF](https://www.mathworks.com/help/stats/relieff.html)

feature request
good first issue
module:transformations
enhancement