Feature baseline benchmarks
With this work old sarimax prediction code is replaced. What changed?
- Several baseline timerseries forecast models are trained and executed, using the RNN config files.
- Included are as of now all variations of AR-MA-ARMA-ARIMA-SARIMA-SARIMAX
- Also we do include Naive (persistance), seasonal naive and STL decomposed naive forecast models
- Also basics of GARCH model and ETS model have been implemented
- all models are creating mean predictions and prediction intervals (PI)
- predictive performance and plots are stored in oracles