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From "Tobias Schmidt (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SYSTEMML-2516) Conditional Sum of Squares for ARIMA
Date Wed, 13 Mar 2019 13:05:00 GMT

    [ https://issues.apache.org/jira/browse/SYSTEMML-2516?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16791676#comment-16791676
] 

Tobias Schmidt commented on SYSTEMML-2516:
------------------------------------------

Please assign me to this task as well

> Conditional Sum of Squares for ARIMA
> ------------------------------------
>
>                 Key: SYSTEMML-2516
>                 URL: https://issues.apache.org/jira/browse/SYSTEMML-2516
>             Project: SystemML
>          Issue Type: New Feature
>            Reporter: Tobias Schmidt
>            Priority: Major
>
> # Implement a function to predict with an multiplicative seasonal ARIMA model
>  # Implement functions calculating the residuals and conditional sum of squares for ARIMA
>  # Add tests to varify the correctness by comparing the residuals and conditional sum
of squares to R's ARIMA in the stats library



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