Including adstock in the model

[richardhansson]

I am wondering what you guys would think be a smart way of including adstock/geo-decay operations in the ktr-model?
In the fitter call dundermethods you could inverse_transform the regressors depending on previous transformations.
Perform the adstock on the original data with some theta sampled from e.g an beta distr.
Transform again.
Any thoughts on how to do this?