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Forecasting functions #95

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avilchess opened this issue Mar 27, 2019 · 0 comments
Open

Forecasting functions #95

avilchess opened this issue Mar 27, 2019 · 0 comments
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Feature Candidate features

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@avilchess
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avilchess commented Mar 27, 2019

Khiva already contains a number of functions with a diverse purpose i.e. clustering, distances, dimensionality, feature extraction, normalization, etc...
However, khiva is lacking some functions to perform predictions as GARCH model, ARIMA or other more complex ones.

It would be nice to develop a module for forecasting purposes.

@avilchess avilchess added the Feature Candidate features label Mar 27, 2019
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