Integrating Tinkoff-etna into the prediction of the asset price about okama HOT 4 CLOSED

Thanks for suggestion. I'm not familiar with ETNA but will try it.

In any case it's easy to use any time-series prediction engine with okama historical data:

• Portfolio.close_monthly
• Asset.close_monthly

from okama.

Yeah, I saw those properties in order. However, the question was about adding ETNA next to plot_forecast / plot_forecast_monte_carlo in order to get the predictions based on the historical data.
Of course, it could demand either having a great video card, or a pre-trained model in order to predict such things, but it could significantly improve the prediction of the price.
So the question is is it suitable to integrate it with that framework, or it's better to keep it separated?

from okama.

@nencoru thanks for explanation. I've explored in more details ETNA package. It looks like a good forecasting engine.
However, I don't think it can be integrated in okama for several reasons:

• okama intentented to be a lightweight package with few dependencies and no hardware requirements
• in our model currently, we don't predict a price. We work with rate of return distributions which is more probabilistic concept.

Integration of such engines as ETNA can be interesting in the future but it will require substantial changes in the package. It’s not in our Roadmap yet.

from okama.

@nencoru thanks for explanation. I've explored in more details ETNA package. It looks like a good forecasting engine.
However, I don't think it can be integrated in okama for several reasons:

• okama intentented to be a lightweight package with few dependencies and no hardware requirements
• in our model currently, we don't predict a price. We work with rate of return distributions which is more probabilistic concept.

Integration of such engines as ETNA can be interesting in the future but it will require substantial changes in the package. It’s not in our Roadmap yet.

I see, well okay then.
Closing issue.

from okama.