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autoreg.json
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autoreg.json
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[
{
"modelParams": {
"name": "Main",
"description": "Simple autoregressive model where the expected value of y[n] is α + βy[n−1], with noise scaled as σ",
"steps": 1,
"method": "MCMC"
},
"blocks": [
{
"name": "T",
"show": true,
"type": "Data",
"typeCode": 2,
"useAsParameter": false,
"dims": "",
"value": "1,2.96,7.05,15.1,31.5,64.1,129"
},
{
"distribution": "Uniform",
"name": "a",
"once": false,
"params": {
"a": "0",
"b": "20"
},
"show": true,
"type": "Random Variable",
"typeCode": 0,
"dims": "1"
},
{
"distribution": "Uniform",
"name": "b",
"once": false,
"params": {
"a": "0",
"b": "4"
},
"show": true,
"type": "Random Variable",
"typeCode": 0,
"dims": "1"
},
{
"distribution": "Uniform",
"name": "sigma",
"once": false,
"params": {
"a": "0",
"b": "5"
},
"show": true,
"type": "Random Variable",
"typeCode": 0,
"dims": "1"
},
{
"distribution": "Gaussian",
"params": {
"sigma": "sigma",
"mu": "a + b * T[((_j > 1) ? _j-1 : _j)]"
},
"type": "Observer",
"typeCode": 4,
"value": "T"
},
{
"distribution": "Gaussian",
"name": "Tnext",
"once": false,
"params": {
"mu": "a + b * 129",
"sigma": "sigma"
},
"show": true,
"type": "Random Variable",
"typeCode": 0,
"dims": "1"
}
],
"methodParams": {
"samples": "2000",
"burn": "1000",
"lag": "200"
}
}
]