I've been working with PyMC for a bit, and am stuck on this one. I see example on fitting time series, in the tutorial and others like:
http://lighthouseinthesky.blogspot.com/2011/10/curve-fitting-part-5-pymc.html
and
However, in each case, we either have a single variable, or data for two or more variables for the same time points (so the vectors are all of the same length). What happens if my data is like:
t=[1,2,3]
x=[.5,.8,.2]
and
t=[1.5,2.5]
y=[.1,.5]
with some simple model, like
x=a*t+b
y=c*t+d
the model isn't important. the point is that the "observed" data have different time points. I haven't been able to find any example like this, without perfectly aligned data. Are there any? Is there a simple example that someone could point out?
thanks!
Brian Blais
x
andy
related somehow? Otherwise this problem is only two simpler problems. $\endgroup$ – Cam.Davidson.Pilon Apr 3 '13 at 14:20