Open
Description
There are currently 5 statespace example notebooks in this repo:
- Exponential Trend Smoothing
- Making a Custom Statespace Model
- SARMA Example
- VARMAX Example
- Structural Timeseries Modeling
These would have a lot more visibility and be a lot more useful to people over on the pymc-examples
repo.
A few of them are a bit underdeveloped (the VARMAX one in particular) but I think for the most part they could be moved over as-is.