dotnet / dotnet/machinelearning

ARIMA with linear regressors time series modelling

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#3,855 1 comment 2 reactions 0 assignees View on GitHub
area-TimeSeries enhancement Priority:2
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C#
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Description

This was mentioned in some other issues that have now been closed following the first release of time series functionality.

We currently use ARIMA with linear regressors. There may be better algorithms but it works well for us and is fairly simple to understand and implement.

If you can add basic models like this and somebody produces a C#/F# equivalent of the [Forecasting Principles and Practices e-book](https://otexts.com/fpp2/intro.html) then you might be able to support quite a few people who are just getting started with time series forecasting.

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