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### Chapter 1
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> "What researchers need is some unified theory of golem engineering,
> a set of principles for designing, building, and refining
> special-purpose statistical procedures. …
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So, here's my code:
```
df = pd.read_csv('spy1m.txt')
spy1m = pd.Series(list(df['return']), index=pd.to_datetime(df['date']), name='data').asfreq('M', 'pad')
nobs = len(spy1m)
ntrain = len(sp…
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Hi,
Let's start a discussion here about the roadmap towards 0.10 and 1.0. We are looking for:
- New features that are useful to your research
- Improvements and patches to existing features
If…
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TimeDistributed works fine if there is only one input as is in this [exampe](http://keras.io/getting-started/functional-api-guide/#more-examples) at the bottom of the page. But when there are multipl…
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**Multivariate regression**
https://medium.com/pew-research-center-decoded/using-fixed-and-random-effects-models-for-panel-data-in-python-a795865736ab
**Time series**
https://www.mathworks.com/disc…
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**Is your feature request related to a problem? Please describe.**
I'm sure there will be many situations where users just want to get a quick forecast on a time series. Implementing a `fit_predict` …
big-o updated
4 years ago
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For ARMA model, the [`results.fittedvalues`](http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARMAResults.html#statsmodels.tsa.arima_model.ARMAResults) attribute can easily get …
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Hello!
I want to understand how to port a pykalman code to simdkalman, could anyone help me?
it's a implementation of kalman to understand the kinetic (position+velocity+acceleration) movement (…
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Currently, the `autocor` argument is the only place outside of `formula` where R formulas are used to express parts of the model. This has historical reasons, but I am no longer sure if keeping `autoc…
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Example is LL1_736_population_spawn.