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Simple alternative forecasters #4

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dajmcdon opened this issue Mar 6, 2022 · 1 comment
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Simple alternative forecasters #4

dajmcdon opened this issue Mar 6, 2022 · 1 comment
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documentation Improvements or additions to documentation enhancement New feature or request

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@dajmcdon
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dajmcdon commented Mar 6, 2022

The baseline is the ARX forecaster here. NOTE: this is currently in the wrong format. See #3.

  1. Build the same but using quantile regression.
  2. Allow it to produce more quantiles.
  3. Allow for Elena's smoothing.
@dshemetov dshemetov added documentation Improvements or additions to documentation enhancement New feature or request labels Mar 9, 2022
@dajmcdon
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PR #10 address 2 and 3.

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Labels
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