How to use pydlm trained model from a dataset on a new test dataset

wwrechard / pydlm

A python library for Bayesian time series modeling

BSD 3-Clause "New" or "Revised" License

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How to use pydlm trained model from a dataset on a new test dataset #32

Open XinLi1202 opened 6 years ago

XinLi1202 commented 6 years ago

I generated a dlm model using pydlm method. How can I apply this model to do the prediction of a new dataset?

from pydlm import dlm, trend, seasonality, dynamic, autoReg, longSeason myDLM = dlm(dataset1) myDLM.add(trend(degree=0, discount=0.99, name='trend2')) filter = myDLM.predict (new dataset) ??

Thank you!