Time-series models [ARIMA]

Development
1

Hi,
I would like to work on adding time series models for GSOC 2018. I have prior experience contributing to scikit-learn, coala and other organisations. Who will be the mentors for this project? And can I start working on a PR for adding ARIMA to PyMC?

Thanks
Github: https://github.com/vrishank97

2

Hi @vrishank97,
Have you had a look at the other related gsoc2018 post on the discourse here?
I think @twiecki could be a mentor for the time-series models. But we dont know yet how many student slots we are going to get. For now, if you are interested, try to follow the suggestions in other post: getting to know the pymc3 code base, get familiar with theano, etc.

3

Yes, time-series models would be a great addition. Thanks for your interest!