wwrechard / pydlm

A python library for Bayesian time series modeling
BSD 3-Clause "New" or "Revised" License
475 stars 98 forks source link

full example using `longSeason`? #17

Open bdewilde opened 7 years ago

bdewilde commented 7 years ago

Hey, I'm experimenting with a timeseries that has hourly resolution with both daily and weekly seasonality, in addition to a slowly varying linear trend. I've been running into errors — LinAlgError: SVD did not converge — and am wondering if using a "long-seasonality" component for the weekly would be better and/or address the numerical issue. However, based on the docs, I'm having a hard time figuring out how to specify such a longSeason component.

I think including a full example in the docs would be hugely helpful! Or, if you could sketch out the expected code here, I might be able to put together a documentation example myself. Thanks in advance for your help!