I've added a notebook in the examples folder which extends the examples_so.md demo from the docs.
This notebook shows how to use the GPRN forecaster, and shows how to measure uncertainty in the GPRN noise covariance which we can hopefully use with DRO.
(note that github doesn't seem to be rendering the notebook very nicely, so best to download it and look at it locally)
I've added a notebook in the
examplesfolder which extends theexamples_so.mddemo from the docs.This notebook shows how to use the GPRN forecaster, and shows how to measure uncertainty in the GPRN noise covariance which we can hopefully use with DRO.
(note that github doesn't seem to be rendering the notebook very nicely, so best to download it and look at it locally)