Features
- N-step ahead evaluation widget for Jupyter
- Absolute & relative metrics for point forecasts and prediction intervals (MSE, MAE, rMSE, rMAE, MIS, rMIS)
- Naive/Seasonal models for baseline (with prediction intervals)
- Helper functions to evaluate n-step ahead forecasts using Statsmodels models or naive/seasonal naive models.
- Holiday features generation and model evaluation on holiday datetimes.