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Add ensemble models #140

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ckae95 opened this issue Feb 7, 2020 · 0 comments

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ckae95 commented Feb 7, 2020 •

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As suggested by @lewtun, it would be nice to have the possibility to ensemble models.

Some ideas from here might be helpful:

A discussion: https://stats.stackexchange.com/questions/47950/ensemble-time-series-model
Ensembling in scikit-learn: https://scikit-learn.org/stable/modules/ensemble.html
A paper with an overview of some aspects of ensembling in time series forecasting: http://proceedings.mlr.press/v39/oliveira14.pdf

ckae95 changed the title ~~Add ensemble models?~~ Add ensemble models

nphilou added the enhancement label

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