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#2 added a very simple interrupted time series example with no predictors.
But it would be good to add another example where there is more temporal structure. This would then we well suited for an actual time series model, here an AR model.
data generating function, generate_time_series_data (rename this)
create a new AutoRegressive subclass of CausalBase
TODO
Improve interrupted time series dataset by adding temporal structure
Add another dataset with seasonality
Implement with scikit-learn or sktime model. But pmdarima actually looks very promising. It wraps statsmodels but provides the fit/predict API.
Implement with pymc model
The text was updated successfully, but these errors were encountered:
Now we have a sklearn.linear_model.LinearRegression model. When we add month as a categorical variable, this does a good job of fitting the seasonality component.
But we do still need a proper time series model here.
#2 added a very simple interrupted time series example with no predictors.
But it would be good to add another example where there is more temporal structure. This would then we well suited for an actual time series model, here an AR model.
generate_time_series_data
(rename this)AutoRegressive
subclass ofCausalBase
TODO
scikit-learn
orsktime
model. But pmdarima actually looks very promising. It wrapsstatsmodels
but provides the fit/predict API.pymc
modelThe text was updated successfully, but these errors were encountered: