Create and name a subclass of `RandomVariable` to represent differenced timeseries

CDCgov / multisignal-epi-inference

Python package for statistical inference and forecast of epi models using multiple signals

https://cdcgov.github.io/multisignal-epi-inference/

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Create and name a subclass of `RandomVariable` to represent differenced timeseries #214

Open dylanhmorris opened 5 days ago

dylanhmorris commented 5 days ago

Motivation

Classes like FirstDifferenceARProcess below could be created by composing a representation of the differencing with a representation of the underlying timeseries of $n^\mathrm{th}$ differences.

https://github.com/CDCgov/multisignal-epi-inference/blob/99cdf4272358d80966ce92007d896245d53d59e2/model/src/pyrenew/process/firstdifferencear.py#L12-L17

Steps

[ ] Choose a name for the class.
[ ] Implement it.
[ ] Reimplement the existing FirstDifferenceARProcess using it

dylanhmorris commented 3 days ago

Going to wait for #215 as it bears upon this.