Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Simplify implementations of SARIMA, ETS, VectorAR. #122

Merged
merged 4 commits into from
Sep 12, 2022

Conversation

aadyotb
Copy link
Contributor

@aadyotb aadyotb commented Sep 7, 2022

We remove code duplication from these files, and we also remove the online training features of ETS. This should make the ETS model easier to use at inference time, since time_series_prev is no longer entangled with online inference features.

We remove code duplication from these files, and we also remove the
online training features of ETS. This should make the ETS model easier
to use at inference time, since time_series_prev is no longer entangled
with online inference features.
@chenghaoliu89
Copy link
Contributor

Hi aadyot, I have made some changes for autoets and periodicity detection to fix some bugs

@aadyotb aadyotb merged commit bcffc90 into main Sep 12, 2022
@aadyotb aadyotb deleted the aadyot/simplify_statsmodels branch September 12, 2022 19:29
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants