viraltux / forecast.jl Goto Github PK

Would like to add functionality for Henderson filters for smoothing deseasonalised timeseries data.

Reference:
ABS - Time Series Analysis: The Process of Seasonal Adjustment

It would be good to have a probabilistic forecasting method like DeepAr. I have implemented the following package https://github.com/josemanuel22/DeepAR.jl, and it would be necessary to harmonize and correct the errors it probably has.

My apologies if I sound a bit amateur but could somebody help me get my head around on how to use this package? Forecast.jl is the perfect package for what I'm doing for my Masters thesis but I am new to Julia world and after reading all the examples and README files I still can't get it to work.

I'd really appreciate if someone could give me a hand. I've finally found my perfect package but getting quite desperate on how to use it.

Many thanks
Natalie

Hi, @viraltux very nice package that you are developing.

I need the STL algorithm to perform seasonality differencing tests on an auto arima function that I am developing on StateSpaceModels.jl but I would not like to add the all Forecast.jl package as a dependency, in fact, I want to build a very lightweight package for STL. What do you think about having a separate STL package and adding it to your project?

If you wish I can do the transition.

Tests are failing after changing the packaged dataset to be gzipped but the CSV read call hasn't been updated to reflect that.

added using
] add https://github.com/viraltux/Forecast.jl

(@v1.6) pkg> precompile
0 dependencies successfully precompiled in 3 seconds (275 already precompiled)

ERROR: The following 1 direct dependency failed to precompile:

Forecast [6efb3b9f-b065-4dd1-b1a5-fac2350e161b]

Error: Missing source file for Forecast [6efb3b9f-b065-4dd1-b1a5-fac2350e161b

New to Julia, please advise on how to get more detailed information on this error if required.

This issue is used to trigger TagBot; feel free to unsubscribe.

If you haven't already, you should update your TagBot.yml to include issue comment triggers.
Please see this post on Discourse for instructions and more details.

If you'd like for me to do this for you, comment TagBot fix on this issue.
I'll open a PR within a few hours, please be patient!

I am unable to install the package.
Screenshot: