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Inclusion of SARIMAX model

Open amangalampalli opened this issue 4 years ago • 0 comments

SARIMAX is another model with a lot of potential in the time-series forecasting space due to its ability to factor in extra covariants as well as factor in seasonality into the traditional ARIMA model. I'm not sure what the changes would need to be since ARIMA is already implemented, but it seems like an improvement to existing models.

amangalampalli avatar Feb 22 '22 21:02 amangalampalli