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Gaussian Processes with kernels specific to business patterns (day of week, holiday, yearly and seasonal calendars)

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Gaussian Process Library

Installation

pip install -e git+ssh://git@git.corp.squareup.com/datasci/gplib.git#egg=gplib

Requirements

Requires emcee, SciPy, NumPy, and Numba

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Gaussian Processes with kernels specific to business patterns (day of week, holiday, yearly and seasonal calendars)

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