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Hello world example mentioned getFilteredObs which seems not to exist anymore #48

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microprediction opened this issue Jan 2, 2021 · 0 comments

microprediction commented Jan 2, 2021

Example in docs at https://pydlm.github.io/# suggests this hello world example, however the getFilteredObs method is seemingly no longer in use

myDLM = dlm([]) + trend(1) + seasonality(7)
for t in range(0, len(data)):
...     myDLM.append([data[t]])
...     myDLM.fitForwardFilter()
filteredObs = myDLM.getFilteredObs()

I think this should be replaced by a call to model.predict() inside the loop, as per https://github.com/microprediction/timeseries-notebooks/blob/main/pydlm_hello.ipynb ?

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