I have been digging more into PyMC3 recently, but I am still not sure exactly how to specify a model where my inputs are time series, and my output is a time series as well. I imagine I would have to rely on one of the pymc3.distributions.timeseries classes as the last line in my code, and match my…

Predicting one time series from another (or many others)?

junpenglao March 5, 2019, 6:02am 2

You can treat the input time series as predictors, and build a regression model.

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