good first issuenew model
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In general we might be interested by implementing some of the models below. This list is not exhaustive and we welcome reference implementations of other/newer models.
- AdaRNN: https://github.com/jindongwang/transferlearning/tree/master/code/deep/adarnn
- TBATS: https://github.com/intive-DataScience/tbats
- Neural Prophet: https://github.com/ourownstory/neural_prophet
- Multivariate Singular Spectrum Analysis https://arxiv.org/pdf/2006.13448.pdf
- Quantile Regression Forest: https://www.statsmodels.org/devel/generated/statsmodels.regression.quantile_regression.QuantReg.html
- Orbit https://arxiv.org/pdf/2004.08492.pdf
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ensemble.HistGradientBoostingRegressor, ensemble.GradientBoostingRegressor, linear_model.Ridge - DA-RNN https://arxiv.org/abs/1704.02971