Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Cluster Weighted Modelling for timeseries prediction #6

Open
Datseris opened this issue Mar 10, 2018 · 0 comments
Open

Cluster Weighted Modelling for timeseries prediction #6

Datseris opened this issue Mar 10, 2018 · 0 comments
Labels
big project Significant work from both coding and scientific perspective wanted feature We want this!

Comments

@Datseris
Copy link
Member

Datseris commented Mar 10, 2018 •
edited
Loading

In the reference "[1] : Eds. B. Schelter et al., Handbook of Time Series Analysis,
VCH-Wiley, pp 39-65 (2006)", from which we got the implementation for the Local Modelling, there is also an implementation for "Cluster Weighted Modelling" for predicting timeseries.

CWM essentially tries to estimate the joint density p(x, y), since this density allows to
compute derived quantities like the conditional forecast <y|x> for new query points.

If anyone wants to tackle this, contact me for the pdf!

Want to back this issue? Post a bounty on it! We accept bounties via Bountysource.
@Datseris Datseris added wanted feature We want this! big project Significant work from both coding and scientific perspective labels Mar 10, 2018
@Datseris Datseris added big project Significant work from both coding and scientific perspective and removed big project Significant work from both coding and scientific perspective labels May 1, 2018
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
big project Significant work from both coding and scientific perspective wanted feature We want this!
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@Datseris