Jeff Tackes
Jeff Tackes
### Describe the feature you want to add to this project Add sktime conformal prediction to time series module ### Describe your proposed solution Add as a feature, conformal prediction...
When running on many groups of time series, some groups are giving me a 'division by zero' error, and the script stops. Is there a way to pass through this...
Ability to work with non-daily data Currently there are errors when applying to weekly data. Would be a nice feature to have the ability to create a holiday flag if...
Add new parameter: "remove_zero_variance" Which defaults to FALSE but gives users the option to remove the fields which have 0 variance. This will make the workflow cleaner when working with...
### Description Theta is slow when running on high frequency sets. It would be nice to be able to choose the THETA parameter manually to aid in speeding on fitting....
### Description I didnt notice a bias metric in the repo. I think this is an important one to add to better evaluate forecasts. Bias = Forecast - Actuals ###...
### Description It doesn't appear to be a current functionality to add a simple moving average. HOLT is weighted, a simple MA model with a moving window size parameter This...