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add statistical models #9

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m-muecke opened this issue Aug 10, 2024 · 1 comment
Open

add statistical models #9

m-muecke opened this issue Aug 10, 2024 · 1 comment
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@m-muecke
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m-muecke commented Aug 10, 2024

Initial idea was to add the fable instead of the forecast package, but since the interface makes it challenging and yearmonth etc. types are not supported with data.table let's add the forecast package instead.

Update: fable now includes VARIMA and VECM models not supported by the forecast package. Hence, would make sense to use fable instead, due to feature differences.

Packages to add:

  • forecast/fable
  • smooth
@m-muecke m-muecke self-assigned this Dec 28, 2024
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m-muecke commented Jan 9, 2025

Adding {forecast} learners for the initial version, can always add {fable} learners once the API is relatively stable

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