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Allow for time-series variable weights #43

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bquistorff opened this issue Aug 2, 2022 · 0 comments
Open

Allow for time-series variable weights #43

bquistorff opened this issue Aug 2, 2022 · 0 comments
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enhancement New feature or request

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@bquistorff
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Another way to deal with lots of predictors is that, if they are from a set of time-series, is to have a constant weight per-time-series rather than per individual predictor. This is what MSCMT does (R library).
@bquistorff bquistorff added the enhancement New feature or request label Aug 2, 2022
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