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microprediction authored Oct 21, 2024
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# timemachines ([docs](https://microprediction.github.io/timemachines/)) ![simple](https://github.com/microprediction/timemachines/workflows/tests/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)


Univariate prediction functions from diverse packages supported in a simple stateless pure function syntax. These are ([documented](https://microprediction.github.io/timemachines/) and [assessed](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html)).
Univariate prediction functions from diverse packages supported in a simple stateless pure function syntax. Here `yt` is a vector or scalar, and we want to predict `yt` (or its first coordinate if `yt` is a vector) three steps in advance.

from timemachines.skaters.somepackage.somevariety import something as f
for yt in y:
xt, xt_std, s = f(y=yt, s=s, k=3)
This emits a k-vector xt of forecasts, and corresponding k-vector xt_std of estimated standard errors. See [skaters](https://microprediction.github.io/timemachines/skaters) for choices of somepackage, somevariety and something. You can also ensemble, compose, bootstrap and do other things with one line of code.


These are ([documented](https://microprediction.github.io/timemachines/) and [assessed](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html)).

The following packages probably work well in this context.
- ![tsa](https://github.com/microprediction/timemachines/workflows/test-tsa/badge.svg)
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![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret/badge.svg)
![successor](https://github.com/microprediction/timemachines/workflows/test-successor/badge.svg)

###
=

See [why](https://microprediction.github.io/timemachines/why) for motivation for doing things in **walk-forward incremental** fashion with **one line of code**. Here yt is a vector or scalar, and we want to predict yt (or its first coordinate if a vector) three steps in advance.
See [why](https://microprediction.github.io/timemachines/why) for motivation for doing things in **walk-forward incremental** fashion with **one line of code**.

from timemachines.skaters.somepackage.somevariety import something as f
for yt in y:
xt, xt_std, s = f(y=yt, s=s, k=3)
This emits a k-vector xt of forecasts, and corresponding k-vector xt_std of estimated standard errors. See [skaters](https://microprediction.github.io/timemachines/skaters) for choices of somepackage, somevariety and something. You can also ensemble, compose, bootstrap and do other things with one line of code.

See the [docs](https://microprediction.github.io/timemachines/).

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