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christophmark / fforma

Python package for Feature-based Forecast Model Averaging (FFORMA).

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Build PyPI version fury.io Downloads Python 3.6+ License: MIT

Installation

pip install git+https://github.com/FedericoGarza/fforma

Usage

See comparison-fforma-r.ipynb for an example using the original data.

Current Results

DATASET OUR OWA OUR OWA (W OUR FEATS) M4 OWA (Hyndman et.al.)
Yearly 0.802 0.818 0.799
Quarterly 0.849 0.857 0.847
Monthly 0.860 0.877 0.858
Hourly 0.510 0.489 0.914
Weekly 0.887 0.884 0.914
Daily 0.977 0.977 0.914

About

Python package for Feature-based Forecast Model Averaging (FFORMA).

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