Time Series
ARMA
20210913
The generalised form of an AR model of order $p$ is given by Box and Jenkins
$$x_{t}=c+\rho_{1} y_{t1}+\rho_{2} y_{t2}+\cdots+\rho_{p} y_{tp}+\epsilon_{t} \quad (1)$$
where $c$ is a constant, $\rho_{1}, …, \rho_{p}$ are …
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Summing up Summer
20210820
Here’s the code used/mentioned in this post
Summer’s over. if i had to sum it up, it’s been, um, a lot. yes, also, a lot can be good, sometimes. this is technically a blog post summing up google summer of code, …
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99 ways to not go about Bayesian Forecasting
20210718
Long time no see huh? it’s been a long, quiet and eventful summer so far. In the first week of July, I started working on expanding time series modelling capabilities in PyMC3.
I find myself at a loss of coherent statements to …
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Summer, Stats and sleep(I wish)
20210523
Summer'21 was probably the most challenging summer my nineteenyearold self has faced. I will not go on about I have become stronger now, eh well, I could say I have become more of myself.
Staying in your room for 14 months, …
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