3 ms·

Can we employ stochastic processes like the Poisson process to represent irregular data points? Are there any existing models for this?

• rdli 3y ago
  A common strategy is interpolation. The challenge is that forecasting itself is a form of interpolation. So you're forecasting based on forecasted data.
• clircle 3y ago
  I think a common “solution” is to use a Gaussian process model.