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Simplify SSA smoothing #82

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matthiasmengel opened this issue Jan 7, 2022 · 0 comments
Open

Simplify SSA smoothing #82

matthiasmengel opened this issue Jan 7, 2022 · 0 comments

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@matthiasmengel
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We can simplify this and In particular remove the dependencies on pyts, numba and scikit learn.
There is a nice example of an SSA implementation on kaggle only depening on pandas and numpy.
An implementation for ATTRICI is already here.
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@matthiasmengel