StateSpaceModels.jl
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LAMPSPUC
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
A DomainError is raised when fitting some models (please see stack trace below). I have copied a model below that triggers this error (the model is meaningless; just the simplest...
As an addition to the existing models, I suggest adding models for intermittent time series. (Maybe along the lines of ADAM: https://openforecast.org/adam/ADAMIntermittent.html.) Intermittent time series are very common in some...
A new model - Local Level Explanatory allowing time varying regression coefficients. Possible fix for issue #282 (though it is possible that you did not want a local level on...
In the readme maybe separate automatic forecast into auto_ets and auto_arima, adding an example for the last: ```julia model = auto_arima(log_air_passengers; seasonal = 12) ``` And in documentation improve the...
This is a WIP because fit is erroring, we need to investigate. I have done some initial work by fixing `default_filter`.
