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https://issues.apache.org/jira/browse/SYSTEMML-2516?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16791676#comment-16791676
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Tobias Schmidt commented on SYSTEMML-2516:
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Please assign me to this task as well
> 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
> Priority: Major
>
> # 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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