The aim of the project is to implement an automatic forecasting infrastructure for statsmodels similar to auto.arima()/ets() of the ‘ forecast’ package in R. The goals will be to use the existing models of statsmodels like SARIMAX and ES to build a forecasting method that would automatically detect the best model and forecast values based on that model.

Student

Abhijeet Panda

Mentors

  • Chad Fulton
  • Josef Perktold
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2018