Comments (3)
config-i1
commented on July 29, 2024
Formulate this differently than SSARIMA / MSARIMA. Forget about the drift, just have constant.
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config-i1
commented on July 29, 2024
Things to do:
- Correct name of the model,
- Correct print(),
- Correct vcov() and summary(),
- "NNN" model,
- Provided parameters for ARIMA,
- Etype="M",
- Update in adamGeneral.h in the gvalues() for ARIMA
- forecast.adam() with interval options
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config-i1
commented on July 29, 2024
All of this is now implemented
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Related Issues (20)
- Let persistence accept lists HOT 1
- User defined loss functions
- Develop a method to smooth states of the model
- Advanced loss functions to implement HOT 3
- De-bias smoothing parameters in occurrence models
- ETS(NNN)
- Create vignette with basic features of ADAM HOT 1
- Create testthat scripts for ADAM
- Make sure that all combinations of models work
- Deal with parametric prediction interval HOT 1
- Speed up adam with ARIMA HOT 2
- Rewrite regression part of ADAM in the input
- Move adam() to smooth
- ARIMA and ARIMA orders selection on small samples HOT 1
- Outlier detection mechanism HOT 1
- Use Rectified Normal distribution for the summary HOT 2
- Correct distributions in ADAM HOT 1
- Fix the stability condition HOT 1
- xreg for factors HOT 5
- xreg with predicted values
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