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In the Streaming branch, we're using a StreamingSeries that implements the Flow.Processor interface. The idea is to be able to have parallel observation of this series by multiple different time series models that can each be updated upon the receipt of a new series observation.
I feel that the easiest way down this path is to not focus on model estimation yet, but to start with an ARIMA process with known coefficients to see in what ways this process changes as new data comes in.
The text was updated successfully, but these errors were encountered:
In the Streaming branch, we're using a StreamingSeries that implements the Flow.Processor interface. The idea is to be able to have parallel observation of this series by multiple different time series models that can each be updated upon the receipt of a new series observation.
I feel that the easiest way down this path is to not focus on model estimation yet, but to start with an ARIMA process with known coefficients to see in what ways this process changes as new data comes in.
The text was updated successfully, but these errors were encountered: