Tobias Schmidt created SYSTEMML-2516:
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Summary: Conditional Sum of Squares for ARIMA
Key: SYSTEMML-2516
URL: https://issues.apache.org/jira/browse/SYSTEMML-2516
Project: SystemML
Issue Type: New Feature
Reporter: Tobias Schmidt
# Implement a function to predict with an multiplicative seasonal ARIMA model
# Implement functions calculating the residuals and conditional sum of squares
for ARIMA
# Add tests to varify the correctness by comparing the residuals and
conditional sum of squares to R's ARIMA in the stats library
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