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glm-tools / pyglmnet

Python implementation of elastic-net regularized generalized linear models
http://glm-tools.github.io/pyglmnet/
MIT License
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Temporal functions #306

Closed shainaraza closed 5 years ago

shainaraza commented 5 years ago

I am curious about the temporal basis functions in yours code https://glm-tools.github.io/pyglmnet/auto_examples/plot_tikhonov.html

is it some source of timing context or is it during time-split cross validation.

jasmainak commented 5 years ago

I would say for timing context. @pavanramkumar can you confirm?

shainaraza commented 5 years ago

yes please confirm

pavanramkumar commented 5 years ago

@shainaraza thanks for your question.

temporal basis functions are a frequently used technique in certain applications of GLMs to time series
data to model the lagged effects of regressors on the target variable.