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Time series are data observed over time (either in continuous time or at discrete time periods).

1 vote

Modelling time-dependent rate using Bayesian statistics (pymc3)

As @twiecki suggested, the devs at pymc3 provided me with an answer. The key to the solution is that theano provides an error function, allowing the skewed distribution to be coded. You can wrap …
Edgar H's user avatar
  • 252
3 votes
2 answers
2k views

Modelling time-dependent rate using Bayesian statistics (pymc3)

How to model time-dependent variables explicitly? (or alternatively, a better approach to modelling) I measure events over time and there are two sources: a) constant rate baseline and b) a time-depe …
Edgar H's user avatar
  • 252
0 votes

I have the standard deviation, mean and the maximum value for a distribution between t=0 and...

If you could provide an example dataset would be good. If I understand your question correctly, you have the mean value, standard deviation and maximum value for every minute and want to find an opt …
Edgar H's user avatar
  • 252