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constrain trend types #8

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davidtedfordholt opened this issue Jan 16, 2020 · 1 comment

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davidtedfordholt commented Jan 16, 2020

From Steven Scott:

There should only be (at most) one non-stationary trend model and one stationary trend model. Multiple seasonal models are okay, as long as the seasonal periods are different. The shorter and more "boring" your data, the fewer state models you should have. E.g. you could have a local linear trend plus an AR, but in the airline data (for example) that's probably asking for trouble.

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davidtedfordholt commented Jan 16, 2020

we may want to put all non-stationary trend types under the same special

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davidtedfordholt added this to the 0.1 milestone

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