https://github.com/zmjones/forecastr
Python wrapper for R package "forecast"
https://github.com/zmjones/forecastr
Last synced: over 1 year ago
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Python wrapper for R package "forecast"
- Host: GitHub
- URL: https://github.com/zmjones/forecastr
- Owner: zmjones
- Created: 2021-12-03T16:35:00.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2021-12-03T17:05:03.000Z (over 4 years ago)
- Last Synced: 2025-01-22T10:35:56.668Z (over 1 year ago)
- Language: Python
- Homepage:
- Size: 11.7 KB
- Stars: 1
- Watchers: 2
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
Python wrapper for Hyndman's forecast package in R
designed to be convenient in cases where there are many stacked timeseries and you want to fit the same model type to all series (e.g. hierarchical, grouped time-series). You can simply pass in an xarray or dataframe along with the relevant grouping variables and get back point forecasts, uncertainty intervals, or draws from the forecast distribution.
primary model types that are supported are exponential smoothing and ARIMA with automatic tuning (or manual setting) of the relevant hyperparameters.
there is also some support for pre-model fitting scaling and transformation.