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[FEAT] StatsForecast MSTL forecasting model #3338

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merged 15 commits into from
Nov 14, 2022

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AzulGarza
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@AzulGarza AzulGarza commented Nov 8, 2022

Description

This PR includes a new model for the forecast module. MSTL decomposes the time series in seasonality and trend components and then forecasts each component. Here's a reference for the model. Since StatsForecast is already included in the dependencies, it wasn't necessary to include it.

Here's a working example,

image

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@DidierRLopes DidierRLopes added the feat S Small T-Shirt size Feature label Nov 8, 2022
@martinb-ai martinb-ai merged commit 37c943f into OpenBB-finance:main Nov 14, 2022
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5 participants