studsttat

It made me think of it since there is a python package named `statsforecast`, where it has a function named `auto_arima()`. The difference between `auto.arima()` and `auto_arima()` in `statsforecast` is...

Nevermind, the `auto.arima()` function can achieve such speed. I tried fitting ARIMA in 50.000 obs. using `auto.arima()`, and the ARIMA was fitted in just an average of 3 seconds.

But there are some study who conduct multivariate time series that uses various machine learning methods. My example is the study of Mulaudzi and Ajoodha (2020) namely "Application of deep...

My problem still persists. It's already been 12 hours and setting up Julia is still taking so long.