diff --git a/notebooks/trend_changepoints.ipynb b/notebooks/trend_changepoints.ipynb index 7eac28c..80083a1 100644 --- a/notebooks/trend_changepoints.ipynb +++ b/notebooks/trend_changepoints.ipynb @@ -314,6 +314,13 @@ "fig = m.plot(forecast)" ] }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "A recommended starting range for `changepoint_prior_scale` would be between 0.001 and 1, although this is data dependant. Depending on how many changepoints are specified, 1 would likely be effectively unregularized. A random search for $x$ in logarithmic scale (.e.g. between -3 and 0) using the `cross_validation` function for diagnostics, along with visual inspection of the plot would help determine the optimal $x$ for the prior. The actual prior scale can then be computed as $10^{x}$" + ] + }, { "cell_type": "markdown", "metadata": {}, @@ -386,21 +393,21 @@ ], "metadata": { "kernelspec": { - "display_name": "Python 2", + "display_name": "Python 3", "language": "python", - "name": "python2" + "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", - "version": 2 + "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", - "pygments_lexer": "ipython2", - "version": "2.7.14+" + "pygments_lexer": "ipython3", + "version": "3.7.4" } }, "nbformat": 4,