How to add random walk to pymc model config

[shuvayan]

Hello ,

I was following the below article for Random Walk:
https://juanitorduz.github.io/pymc_mmm/

How do I incorporate the random walk into pymc-marketing model config.

[williambdean]

Hi @shuvayan,

At the moment, I'd think that a custom model would have to be created. Though there is flexible with the prior distribution used, there is a hard-code dim for the beta_channel. This makes the ("date", "channel") dim of a Random Walk parameters a bit difficult based on how I am imagining it.

If you go down custom PyMC solution, you might want to keep an eye for #632 which will pull out the adstock and saturation transformations as well as the recent addition of time varying parameters #628 which provided some utilities for creating time varying parameters via HSGP which might be an alternative to GaussianRandomWalk

[shuvayan]

Hello @wd60622 ,

Thank you so much for pointing me in the right direction. I will take a look at the links you shared and see if I can have a workable solution.

Thank you so much for the awesome library.