sarahfrem / quant-hurst_exponents Goto Github PK

Hi, first of all thank you very much for the huge work you have done with the the code in variational_smooting.ipynb!
In section 2.4 of the notebook you computed hurst_smoothed_forecast, which is the step 2 of the forecasting procedure written in section 5.1 of the paper by Garcin, but you did not compute the steps 3, 4 and 5. I'm struggling to write the code for those steps, do you have any hint to do them?
Many thanks