online-ml/river

Theta forecasting model

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#1,389 opened on Nov 1, 2023

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Good first issueNew feature

Description

First question: can it be done online? Second question: can we reuse seasonality and trend logic we've already implemented for SNARIMAX?

Contributor guide

Tech stack
python
Domain
machine learning
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
5
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
needs investigation
Prerequisites
Time series forecastingTheta methodRiver's SNARIMAX model
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
25
Research direction
Investigate the Theta forecasting method as described in the referenced paper and statsforecast implementation. Determine if an online version can be developed using the existing seasonality and trend decomposition logic from River's SNARIMAX model. Explore how to adapt the method to an online setting. Look at the current SNARIMAX implementation in the repository to understand reusable components.