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luke14free / pm-prophet

GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3
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time series now/forecasting with distributed data #24

Open BjorHart opened 4 years ago

BjorHart commented 4 years ago

Hi, Could the datapoints df["y"] in a time-series analysis be distributed random variables. For example df["y"] = [pm.Normal(mu=10, sd=1), pm.Normal(mu=4, sd=1,....]?

ahlusar1989 commented 4 years ago

@BjorHart I am not clear on this question. Are you asking if we can use a deterministic model? If yes, then the output of the model is fully determined by the parameter values and the initial conditions that you set. So yes.