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davidtedfordholt / fable.bsts

Implementation of the bsts package for use with the fable framework
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constrain trend types #8

Closed davidtedfordholt closed 4 years ago

davidtedfordholt commented 4 years ago

From Steven Scott:

There should only be (at most) one non-stationary trend model and one stationary trend model. Multiple seasonal models are okay, as long as the seasonal periods are different. The shorter and more "boring" your data, the fewer state models you should have. E.g. you could have a local linear trend plus an AR, but in the airline data (for example) that's probably asking for trouble.

davidtedfordholt commented 4 years ago

we may want to put all non-stationary trend types under the same special