Request Azure Implement NARX(Nonlinear Autoregressive Exeogenous) with MLP
For Time Series Forecasting offer line, can you guys implement NARX(Nonlinear Autoregressive Exeogenous) using Multi-layer Perceptrons? There is a Matlab implementation but no python implementation - that is fully developed. I have seen many researchers request a python implementation but no one has made one yet. (my company being one) We'd like to deploy the model onto Azure but can't because our models are trained in Matlab at the moment. There are 2 NARX repositories I am aware of PyNeurgen and fireTS but both are fairly incomplete (the latter is somewhat better than the former). If you guys would be willing to, I'd love to collaborate/contribute to a fully-developed NARX implementation in python with the Azure team as well!