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ChadFulton / example_shumway_stoffer_62.ipynb
Created January 3, 2019 23:50
Example: Shumway and Stoffer 6.2
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ChadFulton / faster_forecasting.ipynb
Created September 21, 2018 12:19
Statsmodels state space - speeding up forecasting lots of series
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ChadFulton / automatic.ipynb
Created September 9, 2018 04:05
Statsmodels: proposed automatic interface
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ChadFulton / nhs_example.ipynb
Last active September 21, 2023 23:42
Statsmodels - ARIMA with exogenous regressors
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ChadFulton / sm_varmax_params.ipynb
Created August 24, 2018 16:27
Statsmodels VARMAX Parameters
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ChadFulton / dynamic_pred.ipynb
Created August 18, 2018 00:16
Statsmodels - Dynamic Prediction
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ChadFulton / ar1_exog_intercept.ipynb
Last active March 27, 2019 15:40
Different types of SARIMAX
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ChadFulton / statespace_concentrated_scale.ipynb
Last active June 16, 2018 18:18
State space models - concentrating the scale out of the likelihood function
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ChadFulton / view_hour.ipynb
Created May 10, 2018 03:00
Example - Statsmodels UnobservedComponents with Multiple Seaonals
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ChadFulton / sm_ss_fitting_vs_filtering.ipynb
Created January 13, 2018 02:55
Statsmodels - State Space Models - Fitting vs Filtering / Smoothing
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