Andrei Tulbure
01/04/2023, 9:47 PMfede (nixtla) (they/them)
01/04/2023, 10:41 PMwindow_size
argument. For example, WindowAverage(window_size=4)
will average the last 4 observations to produce forecasts.Andrei Tulbure
01/04/2023, 10:43 PMfede (nixtla) (they/them)
01/04/2023, 11:21 PMAR(p)
model with predefined coefficients (1/p
in the case of the autoregressive window average). We are extending the ARIMA
family to include the AR
model separately, and we will have the option to specify the coefficients. Please help us open an issue on the statsforecast repo. 🙂Andrei Tulbure
01/05/2023, 10:32 AM