colin.catlin

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 …

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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 …

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The simple elegance of `.get_new_params()`

Reading through documentation for a programming function to find what arguments it likes can be tedious, especially since many of the possible options either don’t work together or aren’t documented. Something I have been including on most of my newer classes is a static method called get_new_params(method=’random’) which does pretty much exactly as it says, …

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