pydlm
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wwrechard
A python library for Bayesian time series modeling
Looks like an easy fix. Want a PR? /pydlm/modeler/dynamic.py:18: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3, and in 3.9 it...
I know this issue can be muted. But I am wondering if there is a plan to replace numpy.matrix with numpy.ndarray. Thanks!
Is it possible to forecast with regressors such as in the Google example? I first split the data into a train and valid set. I fit the train set. Then...
Line 729 of dlm.py reads: if len(self.builder.dynamicComponents) > 0: print('Remember to append the new features for the' + ' dynamic components as well') I'm going to suggest allowing suppression of...
I am trying to fit the following model (local level model) using pydlm package in Python- Yt = θt + vt, vt ∼ N(0, Vt), θt = θt−1 + wt,...
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...
I obtained the following warning when using this package. Will there be any update to address this issue? Thank you!! `DeprecationWarning: Using or importing the ABCs from 'collections' instead of...
I have some hourly data where there is a daily seasonality which I am modeling with a 24 hour seasonality component, but there is also a weekly seasonality that I...
