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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…

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…

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.

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