Commit graph

10 commits

Author SHA1 Message Date
Ryan Nazareth
ac59b44ca3
add implementation for constant trend in Python (#1466)
* add implementation for constant trend

* force k and delta params to be 0s

* add tests and fix n_changepoints, changepoints_t to 0

* Add test for cv with constant trend

* Add docs and test for checking invalid input

* make changes to stan

* add transformed params block in stan and output flat trend vector

* correct syntax

* transformed params syntax

* Fix test and port changes to win stan file

* add test for flat trend function

* Add separate function for flat trend init

* fix test
2020-05-14 21:40:40 -07:00
Ben Letham
7ff33137eb Change to MIT license 2019-05-21 11:40:04 -07:00
bl
a38aaa38c6 Stan fix for pystan 2.16 2018-05-30 14:23:37 -07:00
Ben Letham
41d4ab472f Set noise prior variance to current value for linear growth model 2018-05-29 14:41:36 -07:00
Ben Letham
663214393e Minor stan simplifications 2018-05-25 13:57:45 -07:00
Ben Letham
3bd372bc15 Speed up stan fitting by removing unecessary parameter definitions 2018-05-15 13:26:46 -07:00
Ben Letham
8d8c5b41ce Multiplicative seasonality (Py) 2018-05-09 12:25:29 -07:00
Ben Letham
55d7d1e62d Single stan model with both trends (Py) 2018-05-04 16:04:29 -07:00
bl
8f1607cd93 Extra regressors Py 2017-07-21 07:05:16 -07:00
Rolando (Max) Espinoza
e33e7c4b37 Make stan code windows-compatible. (#96)
The vector/matrix operations fail to compile in windows due to eigen
incompatibility with windows compiler. Here we opt to use a non-
vectorized model for windows platform.
2017-03-09 18:47:59 +02:00