"PCA timeseries forecast plugin"
For my experiments I have made the operator to forecast timeseries with PCA.
In attached file:
- picture describe used method,
- operator scource,
- plugin and examples.
Operator's main objectives:
- provide predictions as probability distribution,
- predict horizon>=1,
- multi-timeseries ability.
Operator is very poorly integrated into the RM, because I do not know all the possibilities RM.
I appreciate any criticism and suggestions.
[attachment deleted by admin]