tensorflow / tensorflow/probability

Does the ftp.sts module support ARMA modeling?

Open
#677 9 comments 0 reactions 1 assignee View on GitHub

@davmre is already working on this.

Since Dec 10, 2019.

Dominant language
Jupyter Notebook
Stars
4.4k
Forks
1.1k
PR merge metrics
No merged PRs in 30d

Description

tfp.sts.Autoregressive provides AR modeling. Does tfp.sts have a class or function that provides MA or ARMA modeling?

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.