Michael Weylandt

Hmmm.... There are two errors here. The first looks like a typo in `main-sim.R`: the Stan program being called doesn't take a `G` variable, so that should be safe to...

I’m not really sure what you mean by predict anomalies. Can you give more detail? Is there a paper that describes the methodology you want to implement?

@isaactarume Are [1,2] the papers you're trying to extend? If so, I'm still a bit confused by your question: I don't see any *hierarchical* structure in either paper, so what...

Hi @isaactarume, I'm honestly a bit confused what you're asking. There are many methods for time series anomaly detection, some of which may use HMMs, but the best models for...

To test whether your HHMM is coded properly, I'd try fake data simulation. That is, simulate some data with known true values of the parameters / states and see how...

When you say "there were a few runs where there is improvement from HMM to HHMM," were these runs on your actual data or on fake data simulated from the...

If you simulated the data from the _HMM_, I'm not surprised that an HHMM didn't do better / did slightly worse. Bayesian decision theory says that the Bayesian estimator with...

That all seems reasonable. If you're uncertain about a few model structures, you might also try some sort of predictive model combination, e.g., the models discussed in https://projecteuclid.org/euclid.ba/1516093227. The `loo`...

Hi @Alanocallaghan, This is fantastic! Thank you. In rough order: Yeah - the `README` currently looks like crud, but I think that's an artifact of how `rmarkdown` embeds heatmaply (images...

Hi @talgalili, Sorry for the delayed reply. I've been working with @bhmbhm to adapt @Alanocallaghan's great example code into a form that works for our application. I think it's at...