[steve0hh]

Thanks for your comments.

I know the documentation and examples is still a bit raw, will be working on it.

When doing the implementation, I was trying to mimic the original API(https://github.com/bhatiasiddharth/MIDAS) that was done in the C++ first.

This was in case someone wants to use the exact same API(for familiarity) in Go, they could. Posted this here to show that there is now a Go implementation of it. :)

After this, I'll be implementing a fit/predict api that mimics SKLearn's API and showing more examples on how to use it in a streaming fashion.