Open Yasslight90 opened 2 years ago
Interesting idea, I'm not familiar with those concepts for time series models. I found this paper: http://www.stat.columbia.edu/~gelman/research/published/waic_understand3.pdf -- is there another resource you think would be good to read to scope out how / what we can implement in the package?
Hi there,
Is it planned to adapt and evaluate information criteria such WAIC or DIC for Prophet models? It would be awesome for model selection when varying some parameters such as the seasonality mode.
Let me know what do you think!
Thank you!