For a changepoint time series analysis I was checking a modelling technique on PYMC3. Timeseers . The Basic idea is to have an indicator matrix A of dimension: “Length of the time series” x “changepoints”. I created an artificial time series with two changepoint after 1/3 and 2/3 of the time series …

Using Matrix operation within pm_Model not working

Volker October 7, 2024, 7:20am 5

Hi Clumann, thanks a lot your feedback helped me already!

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