Time Series

ARMA

2021-09-13
The generalised form of an AR model of order $p$ is given by Box and Jenkins $$x_{t}=c+\rho_{1} y_{t-1}+\rho_{2} y_{t-2}+\cdots+\rho_{p} y_{t-p}+\epsilon_{t} \quad (1)$$ where $c$ is a constant, $\rho_{1}, …, \rho_{p}$ are … Read More →

Summing up Summer

2021-08-20
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, … Read More →

99 ways to not go about Bayesian Forecasting

2021-07-18
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 … Read More →

Summer, Stats and sleep(I wish)

2021-05-23
Summer'21 was probably the most challenging summer my nineteen-year-old 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, … Read More →