As explained in the GitHub, the process to recreate the model is as follows
Step 0: calculate the phase variable
step 1: calculate autoregressive (first lag) +phase multpile ols
i.e. Yh = a + b×Y(i-1) + c×phase
step 2: calculate decay func (in my case, I manually fit the damping function into the residuals in step 1)
step 3: calculate prediction from 1
step 4: add decay to step 3 - important! the order in which you add this matters due to the autoregressive nature. Follow the spreadsheet.
step 5: exponentiate the result
npub1ky…jknq6
2023-02-21 06:25:34
in reply to nevent1q…4lm7
Author Public Key
npub1kyqlmjwxnx969auxyuh0s5rg6wxamukc0pfswp3zu8tf9yy3qsaqejknq6Published at
2023-02-21 06:25:34Event JSON
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"content": "As explained in the GitHub, the process to recreate the model is as follows\nStep 0: calculate the phase variable \nstep 1: calculate autoregressive (first lag) +phase multpile ols \ni.e. Yh = a + b×Y(i-1) + c×phase\nstep 2: calculate decay func (in my case, I manually fit the damping function into the residuals in step 1)\nstep 3: calculate prediction from 1\nstep 4: add decay to step 3 - important! the order in which you add this matters due to the autoregressive nature. Follow the spreadsheet.\nstep 5: exponentiate the result",
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