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Feat/kalman forecaster #743
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Codecov Report
@@ Coverage Diff @@
## master #743 +/- ##
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+ Coverage 90.67% 90.72% +0.04%
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Files 67 68 +1
Lines 6711 6746 +35
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+ Hits 6085 6120 +35
Misses 626 626
Continue to review full report at Codecov.
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Looks good to me, but @tomasvanpottelbergh could probably give better feedback 😄
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Great improvement and addition, thanks! :) LGTM!
Fixes: #661 #735
KalmanForecaster
, a new forecasting model based onKalmanFilter
KalmanFilter
to handle missing valuesKalmanFilter
to return a series with columns names matching that of the original seriesForecastingModel
s to return predicted series with a time axis having the same name as the original series being forecastedKalmanForecaster