BayesianBasisExpansionTimeSeries.__init__

BayesianBasisExpansionTimeSeries.__init__(n_order=3, n_changepoints_trend=10, prior_sigma=5, trend_component=None, seasonality_component=None, sample_kwargs=None)

Parameters:

• sample_kwargs (dict, optional) – Dictionary of kwargs that get unpacked and passed to the pymc.sample() function. Defaults to an empty dictionary if None.

• priors (dict, optional) – Dictionary of priors for the model. Defaults to None, in which case default priors are used.

• n_order (int)

• n_changepoints_trend (int)

• prior_sigma (float)

• trend_component (Any | None)

• seasonality_component (Any | None)