Time series <> model selection

[MaxHalford]

A few things:

• Ideally, we want to remove the time_series.evaluate submodule in favor of the evaluate module
• We need an example where we tune the parameters of SNARIMAX
• For that we need a good way to evaluate and compare models, ideally a track and/or a DataFrame output for offline evaluation
• We then need to talk about online evaluation. For that it would be nice if the model_selection module plays nicely with the time_series module

Resources:

• Automatic Time Series Forecasting: The forecast Package for R
• pmdarima