Add statsforecasts models #2561
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lostella
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Jan 14, 2023
src/gluonts/ext/statsforecast.py
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| @@ -25,8 +25,26 @@ | |||
| CrostonClassic, | |||
| CrostonOptimized, | |||
| CrostonSBA, | |||
| DynamicOptimizedTheta, | |||
| DynamicTheta, | |||
| ETS, | |||
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I think this was there and we removed it, since it’s just an alias for AutoETS, see https://github.com/Nixtla/statsforecast/blob/20be88335ba8c5872fce53407e2d550017139985/statsforecast/models.py#L719
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Good point! I updated the PR by removing ETS accordingly. Thanks!
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lostella
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Jan 16, 2023
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Description of changes:
We add more forecasting models from Nixtla/StatsForecast package.
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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup