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I try to modelise the following target variable from one of its covariable. I can't talk about what it represents. The color is the log1p of the number of points.

target

I tried a GAM model but the variance is not coherent with such models. This is the sd of the target :

variance

Do you know which kind of model I could use in this situation ?

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    $\begingroup$ Is this a time series? $\endgroup$ Commented Dec 23, 2016 at 20:20
  • $\begingroup$ I would rather see the plot that gave you the idea that variance increases and then decreases. It might be that you can try variance function estimation. $\endgroup$ Commented Dec 23, 2016 at 21:51
  • $\begingroup$ It's a time series yes. I don't have access to the data for the next few days but I'll post other plots if needed soon. $\endgroup$ Commented Dec 24, 2016 at 14:21

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