Starting values for state space models

RJT1990 / pyflux

Open source time series library for Python

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

2.11k stars 240 forks source link

Open RJT1990 opened 8 years ago

RJT1990 commented 8 years ago

Need to random search this in preoptimization stage. Noticed that a DAR model didn't optimize well today because of inappropriate starting values.