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2024-11-23-UMass-AR2
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model-metadata/UMass-AR2.yml

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@@ -29,8 +29,8 @@ methods_long: "
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Denoting the value of the transformed signal at time t by z_t, the model is:
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Z_t | z_{t-1}, z_{t-2}, a_1, a_2, sigma ~ N(a_1 * z_{t-1} + a_2 * z_{t-2}, sigma^2)
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a_1, a_2 ~ Cauchy(0, 1)
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sigma ~ Half-Cauchy(0, 1)
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a_1, a_2 | eta ~ Normal(0, eta^2)
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sigma, eta ~ Half-Cauchy(0, 1)
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This is intended as a baseline model.
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"

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