Nick on Nostr: As explained in the GitHub, the process to recreate the model is as follows Step 0: ...
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
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