Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Define the concept of an ArimaProcess in the context of a streaming flow of data #30

Open
signaflo opened this issue Dec 23, 2018 · 0 comments

Comments

@signaflo
Copy link
Owner

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.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant