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Time-varying parameters (i.e. conversion to latent variables) #600
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Would require quite a few changes to the underlying model(s) as PMFs would turn from vectors into matrices. |
We should have a chat at some point because this is feeling like interface -> internal vs epinowcast internals -> interface (i.e replicating the same functionality but in the other direction. |
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Once #504 and #525 are done this opens the option of extending the distribution interface to allow any parameter to vary over time. An interface for Gaussian processes could e.g. look like
for mean reverting GPs or
for GPs on first differences
A similar interface could be created for random walks (
RW
).The text was updated successfully, but these errors were encountered: