fforma
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christophmark
Python package for Feature-based Forecast Model Averaging (FFORMA).
Installation
pip install git+https://github.com/FedericoGarza/fforma
Usage
See comparison-fforma-r.ipynb for an example using the original data.
Current Results
| DATASET | OUR OWA | OUR OWA (W OUR FEATS) | M4 OWA (Hyndman et.al.) |
|---|---|---|---|
| Yearly | 0.802 | 0.818 | 0.799 |
| Quarterly | 0.849 | 0.857 | 0.847 |
| Monthly | 0.860 | 0.877 | 0.858 |
| Hourly | 0.510 | 0.489 | 0.914 |
| Weekly | 0.887 | 0.884 | 0.914 |
| Daily | 0.977 | 0.977 | 0.914 |
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christophmark
Metadata
Python package for Feature-based Forecast Model Averaging (FFORMA).