Open microprediction opened 3 years ago
Example in docs at https://pydlm.github.io/# suggests this hello world example, however the getFilteredObs method is seemingly no longer in use
myDLM = dlm([]) + trend(1) + seasonality(7) for t in range(0, len(data)): ... myDLM.append([data[t]]) ... myDLM.fitForwardFilter() filteredObs = myDLM.getFilteredObs()
I think this should be replaced by a call to model.predict() inside the loop, as per https://github.com/microprediction/timeseries-notebooks/blob/main/pydlm_hello.ipynb ?
Example in docs at https://pydlm.github.io/# suggests this hello world example, however the getFilteredObs method is seemingly no longer in use
I think this should be replaced by a call to model.predict() inside the loop, as per https://github.com/microprediction/timeseries-notebooks/blob/main/pydlm_hello.ipynb ?