Like most models its data dependent. Had quite a lot of success (was paid) using it on data with multi-seasonality (daily plus seasonal trend) with regressors and change points, where there is not a lot of other…
For probabilistic programming in general I would recommend, https://xcelab.net/rm/statistical-rethinking/ Videos, book and code in Stan. Also the solutions available in pymc.…
If you are interested in forecasting then the Makridakis competitions are worth taking a look at. * https://en.wikipedia.org/wiki/Makridakis_Competitions * https://www.researchgate.net/publication/325901666/download *…
Like most models its data dependent. Had quite a lot of success (was paid) using it on data with multi-seasonality (daily plus seasonal trend) with regressors and change points, where there is not a lot of other…
For probabilistic programming in general I would recommend, https://xcelab.net/rm/statistical-rethinking/ Videos, book and code in Stan. Also the solutions available in pymc.…
If you are interested in forecasting then the Makridakis competitions are worth taking a look at. * https://en.wikipedia.org/wiki/Makridakis_Competitions * https://www.researchgate.net/publication/325901666/download *…