pymc-devs / pymc-experimental

https://pymc-experimental.readthedocs.io
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Forcasting out-of-sample discrete_markov_chain.ipynb #264

Closed NicoGreggio closed 10 months ago

NicoGreggio commented 11 months ago

Hi everyone!! 👍 I am trying to do a quick out-of-sample forcasting on the example of the markov switching autoregressive model. I would like to calculate a forecast year from the last historical data. Can anyone help me/has anyone done anything yet? Thanks in advance!

Nicolò

ricardoV94 commented 10 months ago

@NicoGreggio could you ask this question in our Discourse? https://discourse.pymc.io/

We keep github for development issues. Besides, an answer on discourse will be more useful for other users as it is more discoverable. Feel free to ping @jessegrabowski in the discourse, I'm sure he has a reply at the tip of his fingertips