Regularized local linear forecasting program

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Dear Madam or Sir, I have great experience in statistics, statistics for time series, and machine learning. As a mathematician, I am familiar with the theoretical background of time series. As a software developer I know how to develop clear and documented code. I have implemented all the standard time series models (GLM, linear state space modesl, AR, ARIMA, ...) in Matlab, Python, and R from scratch. Moreover, as a mathematician I am familiar with chaos theory, nonlinear dynamics, and dynamical systems and give you further support. Moreover, I am familiar with mathematics for finance which might be a benefit if you want to apply this model to financial data like in the paper. I have read the paper and I am sure that I can implement the PCR Model fast and correct. Moreover, I suggest that I will add a test and apply the method to the same data. Then the correctness of my implementation can be proven by comparing it with the graphs in the paper. What language do you want? R, Python, C#, C++, Matlab/Octave? I would suggest Python. Would you like to work with the python module yourself, would you like to have a console interface, or would you like a GUI? I am looking forward to discuss all these details in the chat. You might have a look at my reviews before making you decision. Best regards,

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