Simple pure function representations of popular time series packages
timemachines State machines for time-series. (Use popular packages with one line of code) What’s different: Simple canoncial use of some functionality from packages like fbprophet, pmdarima, tsa and their ilk. Simple k-step ahead forecasts in functional style involving one line of code.Time series “models” are synomymous with functions that have a “skater” signature, facilitating “skating“.One might say that skater functions suggest state machines for sequential assimilation of observations (as a data point arrives,forecasts for 1,2,…,k steps ahead, with corresponding standard […]
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