https://minimizeregret.com/short-time-series-prior-knowledge
Modeling Short Time Series with Prior Knowledge
What ‘Including Prior Information’ really looks like.
Tim Radtke
2019-04-16
“It is generally difficult to model time series when there is insuffient data to model a (suspected) long seasonality. Here, we show how this difficulty can be overcome by learning a seasonality on a different, long related time series and transferring the posterior as a prior distribution to the model of the short time series.”