Viewing profile — jdewsnip

Like most models its data dependent. Had quite a lot of success (was paid) using it on data with multi-seasonality (daily plus seasonal trend) with regressors and change points, wh…

For probabilistic programming in general I would recommend, https://xcelab.net/rm/statistical-rethinking/ Videos, book and code in Stan. Also the solutions available in pymc. https…

If you are interested in forecasting then the Makridakis competitions are worth taking a look at. * https://en.wikipedia.org/wiki/Makridakis_Competitions * https://www.researchgate…