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nicholasjclark / mvgam

{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for time series analysis and forecasting
https://nicholasjclark.github.io/mvgam/
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Relax need for a `trend_model` in State Space models #51

Closed nicholasjclark closed 3 weeks ago

nicholasjclark commented 1 month ago

There are many contexts in which we'd like to model some underlying process that doesn't necessarily need autoregressive dynamics. Shared latent states for one, or accommodating sampling uncertainty for another. Or perhaps we want to use a GP of time without any extra AR parameters

nicholasjclark commented 3 weeks ago

Now fixed