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When we hear about time series forecasting, it usually needs some knowledge on stationarity with a few statistical tests, some intuition on the time series models to build and a lot of domain knowledge! Besides, the impact of such a simple formula is huge! The aim of this article is not to teach from scratch time series analysis nor bayesian data analysis but rather to share a simple use case on what is possible when we deal with time series with bayesian thinking. The way we usually build a model goes along the following pattern :. The first step to create a model is to make our time series stationary.
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