pymc-devs / pymc-devs/pymc-examples

Extend GLM-Rolling-Regression with HSGP

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

Description

Notebook update proposal

Title: GLM-Rolling-Regression-Update

Why should this notebook be added to pymc-examples?

Instead of gaussian random walk use HSGP! HSGP is cool

Suggested categories:

  • Level: advanced

Related notebooks

GLM-rolling-regression

References

GLM-rolling-regression-HSGP

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

Open the related GLM-rolling-regression example and compare it with the referenced GLM-rolling-regression-HSGP gist. Trace how the notebook currently uses a Gaussian random walk, then use the HSGP reference to define the updated example. Done means the notebook presents the HSGP-based rolling regression as an advanced example.

Written by the indexing model from the issue text.

Assessment

Tech stack
jupyter-notebook, python
Domain
documentation, machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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