Hi Alex, We haven't considered grouping_columns support for ARIMA as a priority for now. Since there is a strong use case, I'll make sure to keep it in mind for the future features. Please feel free to create an Apache JIRA to track progress as well. Could you tell us which DB and OS versions you are targeting?
Thanks, Orhan Kislal On Wed, Aug 23, 2023 at 3:13 AM Alex Kovaceski <alexkovace...@gmail.com> wrote: > Dear Madlib > > I am using madlib on a big data problem to predict equities prices for > entire financial markets (eg NASDAQ). > > The “grouping_columns” function would be of significant benefit for us as > we could then use one function to build and run arima models across > thousands of individual time series. > > Is there any estimate as to when this will become available? > > Regards > Alex
