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You can fit a state space model to missing data in many api’s, sure, but that doesn’t mean it’s supported in any meaningful way. Imagine you have a new product
by jwilber 4y ago
You can fit a state space model to missing data in many api’s, sure, but that doesn’t mean it’s supported in any meaningful way.
Imagine you have a new product with 6 months of missing data. You can feed that into ets/arima/whatever, but you’re not getting any valuable output for those missing point value estimates.