forecasting
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Sep 8, 2020
Describe the solution you'd like
We already have AutoARIMA, but it would be nice to also interface ARIMA, either from statsmodels or pmdarima.
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Description
Currently, DistributionOutput classes produce a TransformedDistribution when the distribution method is invoked with loc and scale. However, we cannot get mean and variance out of such object:
import mxnet as mx
from gluonts.mx.distribution import GaussianOutput
distr_output = GaussianOutput()
args = mx.nd.array([0.0]), mx.nd.array([1.0])
loc = mx.-
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Is your feature request related to a current problem? Please describe.
Currently, I couldn't see an example to demonstrate fbprophet usage through darts. I am opening this issue to create an example notebook for prophet usage.
Describe proposed solution
Adding a new jupyter notebook to examples folder to show the usage of fbprophet with different seasonal frequencies & holidays.
Outlier detection
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Hi,
I'm considering upgrading prophet from v0.6 to v0.7.1 but before doing so it'd be helpful to know exactly what the changes are about.
I couldn't find the changelog for either v0.7 or v0.7.1 on https://github.com/facebook/prophet/releases unfortunately.
Is it possibly reported somewhere else?
On a different note, I noticed the new code uses tqdm when running
cross_validationwith `pa