Name		Name	Last commit message	Last commit date
R/data		R/data
esrnn_Di		esrnn_Di
examples		examples
fforma		fforma
metrics		metrics
.gitignore		.gitignore
Dockerfile		Dockerfile
README.md		README.md
environment.yml		environment.yml
requirements.txt		requirements.txt
setup.py		setup.py

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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

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

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