Add MFLES from StatsForecast #2636
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feature request
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good first issue
Good for newcomers
new model
Adding a new model
MFLES is a newer model that was implemented in Nixtla's statsforecast:
https://nixtlaverse.nixtla.io/statsforecast/docs/models/mfles.html
Since there are other StatsForecasts methods (theta/ets/arima etc) hopefully it is easy to add this as well!
Let me know if there are any questions with parameters or the implementation.
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