A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
python
machine-learning
time-series
orbit
regression
pytorch
forecast
bayesian-methods
forecasting
probabilistic-programming
bayesian
stan
arima
regression-models
probabilistic
bayesian-statistics
pyro
changepoint
pystan
exponential-smoothing
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Updated
Mar 12, 2022 - Python
Is your feature request related to a problem? Please describe.
It would be nice to directly support simulating from a fitted ARIMA model, e.g. to have a
simulatemethod to call that would delegate tostatsmodels.tsa.arima.model.ARIMA.simulate. Right now, the only way I found is to usearima_res_member of the fitted object.Describe the solution you'd like
Class `pmdarima.arima.ar