Introducing the Cassandra Model

I have always been particularly impressed with the forecasting performance of the Prophet model. It has only a few parts: seasonality, holidays, any external regressors, and with those it has some of the most consistent forecasting performance around. Also, being a linear model (with Bayesian parameter estimation), Prophet offers a decomposable explainability/interpretability, i.e. Monday has …

Introducing the Cassandra Model Read More »

The Golden Enclaves: Naomi Novik finally completes a trilogy

Naomi Novik is one of the best fantasy writers around. Her early book, His Majesty’s Dragon and following series was one of my favorites, but it had a problem. It rather wandered around the globe, Patrick O’Brian style. Unfortunately, as an obvious result, it felt rather disconnected and random at times. Naomi Novik conspicuously avoided …

The Golden Enclaves: Naomi Novik finally completes a trilogy Read More »