I have a panel dataset where each row of data is a customer X timeperiod combination. A continuous performance metric is recorded for each row. I also have a bunch of customer-level attributes that are time-invariant. I’m attempting to model the evolution of performance metric as a 2-level hierar…

Hierarchical Time Series w/Gaussian Process: Any examples?

junpenglao October 28, 2017, 11:13am 2

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