You are viewing a plain text version of this content. The canonical link for it is here.
Posted to issues@systemml.apache.org by "Tobias Schmidt (JIRA)" <ji...@apache.org> on 2019/03/13 13:05:00 UTC
[jira] [Commented] (SYSTEMML-2516) Conditional Sum of Squares for
ARIMA
[ https://issues.apache.org/jira/browse/SYSTEMML-2516?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16791676#comment-16791676 ]
Tobias Schmidt commented on SYSTEMML-2516:
------------------------------------------
Please assign me to this task as well
> 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
> Priority: Major
>
> # 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
--
This message was sent by Atlassian JIRA
(v7.6.3#76005)