- Naming series in input data frame
- Plot method for all the objects
- More about the code: begin refactoring and DRYing --> Base class
- Align with R version
- Progress bars for bootstrapping (independent, circular block, moving block)
- See also https://github.com/Techtonique/ahead/blob/main/NEWS.md
- plot ridge2
- Align with R version (see https://github.com/Techtonique/ahead/blob/main/NEWS.md#version-070 and https://github.com/Techtonique/ahead/blob/main/NEWS.md#version-080) as much as possible
- moving block bootstrap in
ridge2f
,basicf
, in addition to circular block bootstrap from 0.6.2 - adjust R-Vine copulas on residuals for
ridge2f
simulation (with empirical and Gaussian marginals)
- Add Block Bootstrap to
ridge2f
andbasicf
- Add external regressors to
ridge2f
- Add clustering with K-Means and hierarchical clustering to
ridge2f
- Install R or rpy2 if necessary (? weird)
- Refactor code for
rpy2
and R imports
- Reduce number of required packages depencies
- Fix rpy2 requirement (version 3.4.5)
- Requires Python version >= 3.9
- add dropout regularization to
Ridge2Regressor
- parallel execution for
type_pi == bootstrap
inRidge2Regressor
(done in R /!, experimental) - ARMA(1, 1)-GARCH(1, 1) in Python
- new attributes mean, lower bound, upper bound forecast as numpy arrays
- use
get_frequency
to get series frequency as a number - create a function
get_tscv_indices
for getting time series cross-validation indices