CmdStan Forecast

Опубликовано: 27 Ноябрь 2020
на канале: xvzf

194

I was playing around with forecasting in CmdStan. I thought that this would be a worth while model to talk about. Forecasting, along with many time series models, are very common in practice. This video will help you dip your data science toe into the world of time series model. I think the future of forecasting is probabilistic — meaning that point forecasts are a thing of the past while 1000s of simulated futures are going to be in more demand so thinking in terms of uncertainty is something worth getting comfortable with.

Code to this video:
https://github.com/xvzftube/CmdStanFo...

termboxplot:
https://github.com/git314/termboxplot