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What we learned by running a large custom Bayesian forecasting model in production

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At Kolonial.no we built and implemented our own custom Bayesian forecasting model in PyMC3 - and learned a lot in the process. In this talk, we share our thoughts on when to do what we did, and more important, when not to do it. We also share how we stumbled into numerous pitfalls on the way but managed to climb out again.

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