Hi, is it possible for us to submit some PRs regarding ExponentialMovingAverage and RollingMovingAverage models for statsforecast ? Like these are quick and easy changes and would help out I guess. You could get these models by using Statsforecast objects and benefit from the fast compute, instead of relying on other libs.
02/22/2023, 2:59 PM
I am not part of Nixtla team. But for any open source project you should do it. What's the worst that can happen? They reject your PR? You can then fork the repo and build your own extension. There are thousands of examples out there. Either you succeed or fail. Either way it will be a great experience.
02/23/2023, 10:25 AM
Well, I just want to ask for permission, haha. I needed to use RollingMovAvg and ExpMovAvgs and that`s why I thought of this. We got a 2x speed increase of our pipeline by making these changes