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Python implementation of theta model (theta method)

The theta model from this paper which achieved excellent results in the M3 compition is implemented in R: thetaf (source).
I was looking for an implementation in python. Is there any implementation of it in python i.e. in sklearn or any other library?

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Code Pope Avatar asked Oct 16 '22 09:10

Code Pope


1 Answers

I don't know if you still need it but I found theta forecasting in these two packages:

  • sktime
  • darts
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Izzet Tunc Avatar answered Oct 20 '22 11:10

Izzet Tunc