Add Holt-Winters exponential smoothing (#962)
* tentatively implement holt-winters-no covariates * fix forecast method, clean class * checking external regressors too * update test forecast * remove duplicated test file, re-add sarimax, search space cleanup * Update flaml/automl/model.py removed links. Most important one probably was: https://robjhyndman.com/hyndsight/ets-regressors/ Co-authored-by: Chi Wang <wang.chi@microsoft.com> * prevent short series * add docs --------- Co-authored-by: Andrea W <a.ruggerini@ammagamma.com> Co-authored-by: Chi Wang <wang.chi@microsoft.com>
A
Andrea Ruggerini committed
7f9402b8fd64f25e8f95d342fefc8eea1c006f2a
Parent: 4c20c85
Committed by GitHub <noreply@github.com>
on 4/4/2023, 5:29:54 PM