/fforma

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

Primary LanguagePython

Python 3.6+ License: MIT

Overview

A fork of the implementation of FFORMA here, but with reduced dependencies and a clean separation between fit and predict. Also factored out the base forecast generation part using R.

Installation

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

Usage

See example.py for an example using the original data.