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Adding TIME SERIES models (AR, MA, ARMA, ARIMA) #830

Merged
merged 19 commits into from
Nov 6, 2023
Merged

Adding TIME SERIES models (AR, MA, ARMA, ARIMA) #830

merged 19 commits into from
Nov 6, 2023

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oualib
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@oualib oualib commented Nov 4, 2023

Entire implementation of TS models.
TODO:

  1. @vikash018 Unit Tests
  2. @mail4umar Entire Docstrings

Those should be done in two different PRs

@oualib oualib added New Feature New feature request. Machine Learning - Time Series ARIMA, VAR, ... labels Nov 4, 2023
@oualib oualib self-assigned this Nov 4, 2023
@oualib oualib linked an issue Nov 4, 2023 that may be closed by this pull request
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oualib commented Nov 4, 2023

when it will be done:

  1. @vikash018 I will need you for UT and we will use scipy to compare the coefficients and score.
  2. @mail4umar I will need you to write an entire example
  3. @VerticaDataScientist @mat-shyR I need you to describe what you need
  4. @glarik please tell me if I've missed something in my implementation

 - AR, MA, ARMA
 - load_model
 - improving code quality
 - fi
@oualib oualib changed the title Adding ARIMA model [NOT YET FINALISED] Adding ARIMA model Nov 4, 2023
@oualib oualib changed the title Adding ARIMA model Adding TIME SERIES models (AR, MA, ARMA, ARIME) Nov 4, 2023
@oualib oualib changed the title Adding TIME SERIES models (AR, MA, ARMA, ARIME) Adding TIME SERIES models (AR, MA, ARMA, ARIMA) Nov 4, 2023
oualib and others added 11 commits November 4, 2023 19:28
@oualib oualib merged commit 12ba3a9 into master Nov 6, 2023
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@mail4umar mail4umar deleted the ml_arima_01 branch September 24, 2024 17:18
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Support for ARIMA
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