Forecasting in Python with ahead

T. Moudiki

1 year ago

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A new Python version of ahead is now available on GitHub
and PyPI. ahead is a package (Python and R) for univariate and multivariate time series forecasting, with uncertainty
quantification (in particular, simulation-based).

Here are the new features:

Align with R version (see https://github.com/Techtonique/ahead/blob/main/NEWS.md#version-070 and https://github.com/Techtonique/ahead/blob/main/NEWS.md#version-080) as much as possible
moving block bootstrap in ridge2f, basicf, in addition to circular block bootstrap from 0.6.2 for obtaining predictive simulations
adjust R-Vine copulas on residuals for ridge2f simulation (with empirical and Gaussian marginals)

It still takes forever to be imported in Python (only the first time) when the R packages are not available in the environment. But I’ll release a workaround soon.

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