pymc-devs / pymc-devs/pymc-examples

extension with plot_ts for timeseries

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proposal
Dominant language
Python
Stars
398
Forks
325
Avg merge
9d 15m
Merged PRs (30d)
1

Description

Notebook proposal

Title: Extension for timeseries notebooks to plot_ts for out of sample predictions

Why should this notebook be added to pymc-examples?

Because up to now all the notebooks related to timeseries and some of the examples that can be related to this only show how to fit the model and not how to make predictions after this. An idea to do so is the plot_ts function from arviz. This would help normal users like me a lot.

Related notebooks

Stochastic volatility case study, multivariate random gaussian walk ,Dependent density regression, Analysis of an AR model, Air passengers - Prophet like model, Gaussian process smoothing ....

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Review the related timeseries notebooks listed in the issue and the ArviZ plot_ts function first. Determine which notebook should demonstrate out-of-sample predictions, then add the example so the notebook fits the model and visualizes predictions beyond the observed data.

Written by the indexing model from the issue text.

Assessment

Tech stack
jupyter-notebook, python
Domain
documentation
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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