The POC ARMA (Without Linear predictors ) #707
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in the model file the need to give the number of lags was rmeoved in the template file the prediction function was updated it now has LM and the MA / AR terms are optional
edwinnglabs
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Feb 12, 2022
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Could you try make the following changes @GavinSteiningerUber
- make minimal explanation what the
examples/arma_test.ipynbis doing - make two suggested block where 1. to show the [1, 24] fit 2. another case to compare numeric result with statsmodel and show they are similar
- get rid of the torch tensor print() it seems there are still some debug print there
- provide
level_firstdocstring - refresh the
examples/arma_test.ipynbafter all the changes to make sure the notebook outlook does reflect the latest change
GavinSteiningerUber
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Description
This PR ads an ARMA model to orbit. This is a V0 and only has AR / MA terms.
Please include a summary of the change and which issue is fixed.
Removed the linear predictors
Fixes # (issue)
#691
Type of change
Please delete options that are not relevant.
How Has This Been Tested?
normal unit tests