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[fill_] ARMA #311

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cdemulde opened this issue Jul 10, 2018 · 1 comment
Open

[fill_] ARMA #311

cdemulde opened this issue Jul 10, 2018 · 1 comment
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enhancement filling new function

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@cdemulde
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ARMA (Autoregressive Moving Average) can be an interesting option to fill gaps in data, as mentioned here: https://www.researchgate.net/publication/258649021_Towards_a_More_General_Method_for_Filling_Gaps_in_Time_Series
Might be something to look into. If you're getting tired of detecting drift @jorasinghr, this could give you some distraction ;)
@cdemulde
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Straight from Wikipedia, looks promising:
Statsmodels Python module includes many models and functions for time series analysis, including ARMA. Formerly part of Scikit-learn it is now stand-alone and integrates well with Pandas. See here for more details.

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