Defining Vectorizable Helper Function given Posterior Draws (Forecasting with BVAR)
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20
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53
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August 16, 2024
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CausalPy - Evaluating uncertainty for Interrupted time series
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9
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590
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March 2, 2024
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Forecasting out-of-sample discrete_markov_chain.ipynb
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9
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353
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November 11, 2023
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Stationarity for BVAR in PyMC
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2
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371
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October 19, 2023
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Elevating Time Series Analysis: Linear Gaussian State Space Models in PyMC
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0
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669
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September 12, 2023
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Implementing a manual AR1 model
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2
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581
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August 30, 2023
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`pymc-experimental` now includes state spaces models!
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3
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3070
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August 29, 2023
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Bayesian HoltWinters Implementation
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8
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742
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August 10, 2023
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Modelling sales for two cities
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9
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507
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August 8, 2023
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Mu of pm.Normal() depends on output of RandomVariable on previous time step. How do I implement this?
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8
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646
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July 26, 2023
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How to model damped linear trend in GLM (timeseries) regression
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1
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536
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May 23, 2023
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Problem Concatenating two tensor generated with scan (a time series example)
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2
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409
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April 8, 2023
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Estimating a dynamic switching process
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6
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664
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April 5, 2023
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Understanding indexing and dimensions in hierarchical models
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9
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1729
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January 26, 2023
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Defining random for a CustomDist time series
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6
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646
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January 26, 2023
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Moving average component for time-series modelling
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0
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728
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November 20, 2022
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Time series implementation questions
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10
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632
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October 21, 2022
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How to fit random walk to monthly trend on daily data(broadcasting/shape issues)
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0
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332
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October 12, 2022
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Making Out of Sample Predictions with GaussianRandomWalk
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9
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963
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October 5, 2022
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PyMC3 vs Statsmodels AR(1) model parameters estimation
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4
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684
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September 5, 2022
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Time-series regression - shape error / Input dimension mis-match
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8
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1109
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August 6, 2022
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Simple linear timeseries model failed to sample
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1
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332
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August 4, 2022
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GaussianRandomWalk error 4.0.0b5
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9
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1108
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April 20, 2022
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Sorry ARIMA, but I’m Going Bayesian
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6
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2911
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January 20, 2022
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How to model parameters of a time series?
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1
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606
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January 14, 2022
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Recurring hierarchical partial pooling (at scale)
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1
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462
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January 12, 2022
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Stochastic Volatility forecasting - ppc and arviz
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4
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718
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December 15, 2021
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