-
Notifications
You must be signed in to change notification settings - Fork 331
Open
Labels
Description
Current trend implementation only support linear trend. It would be nice to add more variation to this
- Other simple trend regression such as
- Linear
- Logarithmic
- Exponential
- Power
- Polynomial
- From MBrouns/timeseers, he showed how to implement prophet-like trend using piece-wise linear trend from Lapacian prior (see his presentation video)
- Orbit/KTR use spline regression to model time-varying coefficient. It might be possible to model trend like this too (see implementation Add uber/orbit like model in pymc example #250)
- From MMM Example Notebook: Time Varying Coefficients #43, it is mentioned that hierarchical gaussian process can be used (I haven't looked into this yet). But I haven't found a working example yet