08/14/2023, 6:35 PM
Hello - Is there a update method supported in AutoArima from statsforecast? similar to this one =>
I need to execute autoarima on a walk forward using a sliding window. I am re-fitting whenever my model needs to be updated, but this is taking too much time. On the other hand, RMSE goes up if the model is not re-fitted with new data that comes from the sliding window. I also tried the forward method, but RMSE is still going up with it.
08/14/2023, 7:19 PM
Pretty sure there is no implementation for this yet. Would you like to open a GitHub issue as a feature request?
08/14/2023, 7:27 PM
sure, I can open it.
08/14/2023, 7:28 PM