ml-lib/CodeLib

[Feature]: General additive models

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Is your feature request related to a problem? Please describe.

General additive model framework to predict the next n intervals.

Describe the solution you'd like

Add a GAM based time series method for building forecasting models.

Expected input(s)

df: pandas.DataFrame
y_var: List[str]
x_var: List[str]
method: Union[str]
param: Dict

Expected output(s)

predict

Additional context

No response

Acceptance criteria

Integration tests

Version

v0.4.0