Simple pure function representations of popular time series packages
timemachines
State machines for time-series. (Use popular packages with one line of code)
What’s different:
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Simple canoncial use of some functionality from packages like fbprophet, pmdarima, tsa and their ilk.
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Simple k-step ahead forecasts in functional style involving one line of code.
Time series “models” are synomymous with functions that have a “skater” signature, facilitating “skating“.
One might say that skater functions suggest state machines for sequential assimilation of observations (as a data point arrives,
forecasts for 1,2,…,k steps ahead, with corresponding standard deviations are emitted). However here the caller is expected to maintain state from one
invocation (data point) to the next. -
Simple tuning with one line of code facilitated by HumpDay, which provides canonical functional use of scipy.optimize,