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there are several issues related to this
#3224 transformation to normality
#2791 backtransform for transformed endog, e.g. log(endog) in time series, smearing
also related delta method
This iss…
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It would be nice to have a Julia-native implementation of the (relatively) new PCMCI [1] algorithm for causal inference in time series proposed by @jakobrunge and his team.
The algorithm essentiall…
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1. How to select an ideal forecasting method? (~ Ward et al. 2014)
* evaluate forecasting approaches across different time series
* do time series properties influence which methods (or para…
ha0ye updated
5 years ago
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# Stuff to do/ideas I want to try:
- [ ] QLasso implemented as in article. This is nice because it represents a benchmark as a thought-through model, and we can compare results to know if our impleme…
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Current detection logic [ChangeFinder](https://github.com/takuti/datadog-anomaly-detector/blob/master/doc/changefinder.md) is highly sensitive to the hyperparameters and estimation techniques as discu…
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### Bug description
Surface Level: When the parameters are a nested series, (using numerical differensiation and "scipy_slsqp"). The function calls works as intended. But after a few calls, the cod…
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I was trying to run Malamute in HPC cluster with 24 cores. The program runs smoothly in series with the command;
`malamute-opt -i dcs5_5_mm_constant_properties.i >& log.out`
For MPI, the executi…
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just to park a link, question with references
https://stats.stackexchange.com/questions/287548/what-is-the-intuition-for-testing-seasonal-difference-with-ocsb-test-and-its-cor
we might need this…
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### Summary of Issue
User reported process termination due to high memory usage from a large, but not massive model. running on a machine with 8 gigs of memory. One other use also had issues runnin…