Sktime: Implement AutoTheta

Created on 2 Dec 2020  路  4Comments  路  Source: alan-turing-institute/sktime

Describe the solution you'd like
Translate code from the R implementation into Python.

Describe alternatives you've considered
Consider implementing it as part of statsmodels rather than sktime and then interface it in sktime.

feature request good first issue implementing algorithms

Most helpful comment

I am! Finishing finals in school took more time than I anticipated so progress has been slower, but I'm submitting a PR tioday or tomorrow.

All 4 comments

I'm implementing this now, I should be posting a pull request within a week or so!

Great @jordanrmerrick, I'm looking forward to that! For testing we should compare it with some results from the R version.

hi @jordanrmerrick, are you still working in this?

I am! Finishing finals in school took more time than I anticipated so progress has been slower, but I'm submitting a PR tioday or tomorrow.

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