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wwrechard / pydlm

A python library for Bayesian time series modeling
BSD 3-Clause "New" or "Revised" License
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where does regressor10 come from? #66

Closed veridelisi closed 5 days ago

veridelisi commented 10 months ago

Hello where does regressor10 come from? thank you

wwrechard commented 10 months ago

Hi @veridelisi, are you asking about the example in the readme? The whole script and data is provided here. For your specific question about regressor10, it was created by loading the data from the csv and the code can be found here.

veridelisi commented 10 months ago

Hello regressor10 is created in 67. row regressor10 = dynamic(features=features, discount=1.0, name='regressor10', w=10) what is the exactly regressor10? thank you

wwrechard commented 10 months ago

It is a regressor loading the data highlighted in my previous comment. Are you asking what is the data in that feature? That is the unemployment claim data. You can read more from the original google data post: https://www.unofficialgoogledatascience.com/2017/07/fitting-bayesian-structural-time-series.html