Kyle Schmaus
05/31/2023, 9:20 PMmlforecast
world ๐ !
A question for the package maintainers - would you every be interested in adding support for fraction differencing, analogous to ARFIMA models? I'm going to implement something like this for an existing mlforecast
project, and I'd be happy to create a ticket and/or PR if it's a direction you'd be interested in.fede (nixtla) (they/them)
05/31/2023, 9:52 PMstatsforecast
library, because mlforecast
is designed to train machine learning models globally (one model for all the time series). We would be delighted if you could collaborate on this new feature by sending us a PR. Let me know what you think! We can also guide you on how to collaborate on our repos. ๐Kyle Schmaus
05/31/2023, 10:02 PMstatsforecast
, but I was more interested in enabling non-integer differencing in mlforecast
. So right now I think if I wanted to difference hourly data once I might use differences=[24]
(I might pick another interger too ) or if I wanted to difference twice I might do differences=[24, 24]
. There are some use cases where I want to the difference order to be a number between 1 and 2.fede (nixtla) (they/them)
06/01/2023, 6:32 AMmlforecast
library. Letโs use github issues to communicate more visibility for users about the new feature. Feel free to ping me on Github so I can help you with whatever you need. Thank you, Kyle! This is exciting :)Kyle Schmaus
06/01/2023, 4:42 PM