Improving fit via prior variance knowledge

RJT1990 / pyflux

Open source time series library for Python

BSD 3-Clause "New" or "Revised" License

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Improving fit via prior variance knowledge #142

Open hlbkin opened 5 years ago

hlbkin commented 5 years ago

Hi team!

Can you package somehow incorporate the knowledge in Dynamic regression that some points have higher variance (estimated from other model for example)?