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使用PyMC进行时间序列分层建模
在统计建模领域,理解总体趋势的同时解释群体差异的一个强大方法是分层(或多层)建模。这种方法允许参数随组而变化,并捕获组内和组间的变化。在时间序列数据中,这些特定于组的参数可以表示不同组随时间的不同模式。 今天,我们将深入探讨如何使用PyMC ...
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