I am working with a time series data (regional employment) that has many missing values, but that also has a hierarchical structure, such that observed data points contain information about the missing data. Rather than just use a SARIMAX with kalman filter setup, I am curious to know if I can solve…

State Space Models in PyMC

jessegrabowski April 10, 2022, 9:46am 3

That’s what I figured, thanks.

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