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helske / bssm

Bayesian Inference of State Space Models
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Dummy seasonal to trigonometric seasonal #7

Closed helske closed 6 years ago

helske commented 7 years ago

Have to think about changing the dummy seasonal representation to trigonometric version, this makes few things easier as the noise covariance matrix is non-singular (unless one wants to use deterministic trend).

helske commented 6 years ago

This is not a problem anymore.