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@GavinSteiningerUber GavinSteiningerUber commented Dec 22, 2021

Description

This PR adds WBIC to the DLT/LGT/ETS for full Bayesian estimator

fixes #630
fixes #628
fixes #626

Type of change

Please delete options that are not relevant.

  • New feature

edwinnglabs and others added 10 commits November 24, 2021 17:14
1. fixing estimator and forecast to store meta data properly
2. add logic to include WBIC
* ktr code clean up

* seasonality label clean up

* seasonality label clean up
this rebase is being done to update the WBIC branch before merging in the WBIC for DLT changes.
* raise a warning when date index is not evenly distributed

* is_even_gap_datetime
@edwinnglabs edwinnglabs changed the title Edwin wbic firsttime Introducing WBIC for Models Selection and Hyper-parameters Tuning Jan 6, 2022
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@wangzhishi wangzhishi left a comment

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LGTM

@wangzhishi wangzhishi merged commit 26a84c1 into dev Jan 6, 2022
@wangzhishi wangzhishi deleted the edwin-WBIC-firsttime branch January 6, 2022 22:27
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4 participants