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User friendly constructor for AR(I)MA models #545

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SamuelBrand1 opened this issue Dec 12, 2024 · 0 comments
Open

User friendly constructor for AR(I)MA models #545

SamuelBrand1 opened this issue Dec 12, 2024 · 0 comments
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enhancement New feature or request EpiAware models

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@SamuelBrand1
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          Yes I agree. I looked at this and couldn't come up with a nice formulation. Agree best for a new issue given that

Originally posted by @seabbs in #438 (comment)

As per the discussion above, we probably want a constructor method for arma/arima model that has the canonical integer arguments: (p,q) and (p,d,q) (respectively).

The tricky aspect here (IMO) is that the packages I've encountered arima inference (e.g. fable) use a frequentist approach and therefore don't have an API for setting priors. Therefore, we'll have to think of the friendliest way for users to specify priors (and probably what a good "default" prior(s) look like) as well as providing the familiar structure numbers.

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Labels
enhancement New feature or request EpiAware models
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