How to know which hierarchical structure is being used?

FlorianWilhelm / bhm-at-scale

🪜 Bayesian Hierarchical Models at Scale

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How to know which hierarchical structure is being used? #4

Closed sn3fru closed 3 years ago

sn3fru commented 3 years ago

Is it possible to know how he is putting together the dendogram over time series? If so, would it be possible to explicitly pass this data on the outside?

FlorianWilhelm commented 3 years ago

Not sure I understand your question. The code is open source and the article explains the graphical model.

FlorianWilhelm commented 3 years ago

The hierarchy is explicitly defined in the source code, only the parameters on each level are then inferred. You can of course fix all parameters to certain values if you know them.