Comments (5)
Things to do:
- initialiser: remove redundant values of B from xreg;
- filler: get the ones that are there, reproduce the missing;
- initialiser: share persistence values;
- filler: get shared persistence values;
- Deal with provided initials and factors;
- xregSelector, update xregParametersMissing, xregParametersIncluded and xregParametersEstimated
- provided xreg persistence
- forecast.adam and xreg expansion
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(1) - (4) are done locally. Things to do:
- Deal with provided initials and factors;
- xregSelector, update xregParametersMissing, xregParametersIncluded and xregParametersEstimated
- provided xreg persistence
- forecast.adam and xreg expansion
- FI=TRUE
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Only xregSelector left
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All done. But now refit() doesn't work with xreg
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Done
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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 with predicted values
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