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Multitrend states #74

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nicholasjclark opened this issue Sep 7, 2024 · 0 comments
Open

Multitrend states #74

nicholasjclark opened this issue Sep 7, 2024 · 0 comments
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enhancement New feature or request

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@nicholasjclark
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Allow series to map to >1 trend in trend_map, which can help capture complex hierarchical dynamics. For example, 'species_1' in 'region_1' could have a latent state that is an evenly weighted sum of the 'species_1' trend and the 'region_1' trend. Would therefore need to set loading coefs to sum to 1 for each series so trend variances can be identified

@nicholasjclark nicholasjclark added the enhancement New feature or request label Sep 8, 2024
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