Is it possible to add inputs to this model?

[hedgy123]

Dear Dan,

I am very excited to have found this Python port of Emily's matlab code. I was wondering though, is it possible to extend the model to accommodate multiple time series with covariates? In other words, is there a way to explicitly introduce some external factors that are likely to drive the time series?

Thanks!

[mathDR]

Thanks for the note. This is really unfinished. I had meant to continue working on it, but got sidetracked.

I would think what you ask is totally possible, but I haven't looked at the code in a while so couldn't comment directly.

Maybe I will revisit this over the next few days

On Jun 21, 2016, at 06:58, hedgy123 [email protected] wrote:

Dear Dan,

I am very excited to have found this Python port of Emily's matlab code. I was wondering though, is it possible to extend the model to accommodate multiple time series with covariates? In other words, is there a way to explicitly introduce some external factors that are likely to drive the time series?

Thanks!

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