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Posted to issues@systemml.apache.org by "Tobias Schmidt (JIRA)" <ji...@apache.org> on 2019/03/13 10:18:00 UTC

[jira] [Created] (SYSTEMML-2516) Conditional Sum of Squares for ARIMA

Tobias Schmidt created SYSTEMML-2516:
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             Summary: Conditional Sum of Squares for ARIMA
                 Key: SYSTEMML-2516
                 URL: https://issues.apache.org/jira/browse/SYSTEMML-2516
             Project: SystemML
          Issue Type: New Feature
            Reporter: Tobias Schmidt


# Implement a function to predict with an multiplicative seasonal ARIMA model
 # Implement functions calculating the residuals and conditional sum of squares for ARIMA
 # Add tests to varify the correctness by comparing the residuals and conditional sum of squares to R's ARIMA in the stats library



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