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Hello, I'm new in the Markov Switching autoregressive model. I need some help with implementing the MSIH-AR model in Python. This model requires introducing regime state variables into the intercept a…
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Since a lot of people are working on tuning FPU at the moment and some people are exploring tweaks to the search algorithm I wanted to share a few areas of research I was looking over this evening, in…
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**Working title**: Project *Noodles*
A draft for layers for the accountability tools for the next generation applications.
This is semi-layered architecture draft for better understanding of the …
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Hello everyone,
I'm sorry for bothering you. I have a question about the simulation output for a regime-switching DSGE model with endogenous transition probabilities.
Simulating an endogenous re…
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Hi everyone!! 👍
I am trying to do a quick out-of-sample forcasting on the example of the markov switching autoregressive model. I would like to calculate a forecast year from the last historical dat…
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Novel: **[A Time for Destiny: The Illustrious Career of Serenity Starlight Warhammer O'James during her First Three Years in the Space Fighters](https://cdn.rawgit.com/cpressey/eafe2c9fad2884b812…
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Issue opened to collect info about possible future SPSA improvements.
### SPSA references
SPSA is a fairly simple algorithm to be used for local optimization (not global optimization).
The wiki h…
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Issue Description
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**Is your feature request related to a problem? Please describe.**
An approach of segmentation and clustering of the data is common when fitting time series m…
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**Submitting author:** @bvdmitri (Dmitry Bagaev)
**Repository:** https://github.com/biaslab/ReactiveMP.jl
**Branch with paper.md** (empty if default branch):
**Version:** v1.3.1
**Editor:**
**Review…