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after testing this out a bit yesterday, I think this is still an interesting idea, but the linked implementation is wrong
In that link, I create a cluster model, then take the lags of the input variables and use those to create a different cluster model
instead, we need to
build a cluster model
take the lags of the input variables and scale them using the same scaler as in the original model
predict cluster membership based on the fitted model from 1
but this creates some complexity. We dont need the "cluster_lag" until we're doing transition models, but we need the original clustering instance (and scaler instance)to create it. We could add the scaler (or just the pre-computed cluster lags) to the ModelResults class so we have it on hand
as described here
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