Hi everyone,
Me and my professor published a paper recently at a local student conference (it is used mostly by students in order to practice writing papers). In the scope of our research, we explored various inference techniques with Facebook Prophet. In order to do that, we re-implemented Facebook Prophet from scratch in PyMC.
The conference allowed us to post the paper on arxiv. We also published the code of our reimplementation on github, and there you can find more details about what we are actually researching (keep in mind that the github repository is currently out of date and some of the transfer learning ideas implemented there are incorrect - I need to update the repository once we complete and find a venue for our next paper that documents our research).
Since Bayesian statistics is a bit of a niche subject at our university (Ss. Cyril and Methodius University in Skopje, Faculty of Computer Science and Engineering), we did not get a lot of feedback at the conference. So, if anyone is interested in this paper, I would love to get some feedback. Or, if anyone is interested in the code I shared on github, I would love to get some feedback for that too.
I hope that I will share our final paper and the complete Vangja package with you soon!
Thanks a lot!