Mate Kadlicsko
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A note on regularizing trigonometric seasonality
One of the most popular ways to model yearly seasonality is using trigonometric features, i.e. essentially estimating the coefficients of the first few terms in the Fourier…
Implementing an ETS model in JAX
In this notebook I demonstrate my JAX implementation of the ETS variant commonly denoted as
\((A_d, A)\)
, which has an additive damped trend and an additive seasonality…
Fitting monotonic curves using splines
Today I’ve decided to write a quick blog post about a feature engineering trick I’ve learned recently that enables us to fit smooth monotonic curves to data. This method is…
Welcome To My Blog
Hi, I’m a data scientist and I want to use this blog to share some things I have recently been thinking about.
May 15, 2024
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