I am a 4th year UG at Indian Institute Of Technology Kanpur, and have fiddled a lot with PyMC3 while working as a quant analyst. I am interested in the idea about adding support for time series models - autoregression models such as ARIMA should be a great boost to improving the diversity of the models present in PyMC3. I am working through the beginner’s issues currently, and would love to work in a more involved manner through the next few months. (I hope I’m not too late in joining this community and prepping for GSoC).
Responding here to your comment on the issue ticket. Youre not too late Ayush, we’d be thrilled if you submitted a proposal, whether on Time Series or any other project!
@Ayush_Gupta Just a heads up, we made a change in the PyMC3 github wiki on time series removing prophet and added support for state space models.