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You’re right. It uses Stan to do MAP for model estimation and HMC for (optional) computation of confidence intervals. [1] Thanks for the correction. I need to
by wenc 8y ago
You’re right. It uses Stan to do MAP for model estimation and HMC for (optional) computation of confidence intervals. [1]
Thanks for the correction.
I need to look at Prophet again. Maybe it will work for fast model retraining. I had trouble the last time I tried it.
[1] https://research.fb.com/prophet-forecasting-at-scale/ https://research.fb.com/prophet-forecasting-at-scale/