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Collaboration #13

@microprediction

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@microprediction

Hi this is great. Can't believe I didn't notice your repo.

I am a collector of univariate TS methods. I would like to massage some of your stuff into the "skater" format I use (see skater signature) so as to include it downstream in all sorts of things (see https://github.com/microprediction for explanation).

The reverse trip looks pretty easy ... just looking at you https://github.com/ITMO-NSS-team/pytsbe/blob/main/pytsbe/models/pmdarima_forecaster.py now.

Btw I can provide lots of fresh data if you want it. See https://microprediction.github.io/microprediction/data.html and help yourself.

-peter

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