Hey there!
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).
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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!
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@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.
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