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can I use this project in time series prediction ? #52
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@mathcbc |
@mathcbc however, the package is still very immature. this is why i have no installation docs. i would ask you to wait a few days before using the code. |
AR models are linear so they are not what i want. Additive models have smooth functions of variable X_i, so they can solve nonlinear models. Do your algorithm contains smoother?
At 2017-03-11 02:01:49, "daniel servén" <notifications@github.com> wrote:
@mathcbc
yes, of course, but it will only be capable of AR (auto-regressive) models, which is a reasonable place to start.
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Yes, the algorithm learns a smoother on each feature. What i mean is that you may want to choose the number of AR lags a-priori and structure your feature vector so that each lag is a feature. This way the GAM will learn a smoother for each lag. In effect this is a sort of non-linear AR model:
just a thought. :) |
I want to make predictions of time series. Can this project process time series data ?
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