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Published 20 hours ago • verified publisher icon sryza

[WIP] Auto arima

Open josepablocam opened this issue 9 years ago • 3 comments

A heuristic to fit arima models automatically. Is meant to be a spark-timeseries counterpart of Hyndman's implementation in forecast

josepablocam avatar Aug 23 '15 01:08 josepablocam

@sryza This depends on the kpss test. I've included that here (without the small changes made to the kpss patch). If the kpss patch is merged, I'll fix the conflicts here and then merge. Tagging as WIP because of this.

josepablocam avatar Aug 23 '15 01:08 josepablocam

@josepablocam any chance this will go in? Was the "kpss patch" merged in?

jkremser avatar Apr 19 '17 15:04 jkremser

Sorry, I haven't stayed involved, so not sure what the state of things are. I think there were various patches that addressed similar functionality though, perhaps some of them are already in the project.

On Wed, Apr 19, 2017 at 11:10 AM, Jirka Kremser [email protected] wrote:

@josepablocam https://github.com/josepablocam any chance this will go in? Was the "kpss patch" merged in?

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub https://github.com/sryza/spark-timeseries/pull/53#issuecomment-295303945, or mute the thread https://github.com/notifications/unsubscribe-auth/AE3GlEOvFYUrIb1q4mSJUgUMfbDo4aRLks5rxiPZgaJpZM4Fwe6k .

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josepablocam avatar Apr 19 '17 15:04 josepablocam