StateSpaceTimeSeries.__init__

StateSpaceTimeSeries.__init__(level_order=2, seasonal_length=12, trend_component=None, seasonality_component=None, sample_kwargs=None, mode='JAX')

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.

• level_order (int)

• seasonal_length (int)

• trend_component (Any | None)

• seasonality_component (Any | None)

• mode (str)