Kyle Schmaus05/31/2023, 9:20 PM
world 🌎 ! 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
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 PM
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. 🙂
Kyle Schmaus05/31/2023, 10:02 PM
, but I was more interested in enabling non-integer differencing in
. So right now I think if I wanted to difference hourly data once I might use
(I might pick another interger too ) or if I wanted to difference twice I might do
. 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 AM
library. Let’s 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 Schmaus06/01/2023, 4:42 PM