Andrea Ruggerini 7f9402b8fd
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

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Co-authored-by: Andrea W <a.ruggerini@ammagamma.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2023-04-04 17:29:54 +00:00
..