BayesianBasisExpansionTimeSeries.__init__#

BayesianBasisExpansionTimeSeries.__init__(n_order=3, n_changepoints_trend=10, prior_sigma=5, trend_component=None, seasonality_component=None, sample_kwargs=None)[source]#
Parameters:
  • sample_kwargs (Optional[Dict[str, Any]]) – A dictionary of kwargs that get unpacked and passed to the pymc.sample() function. Defaults to an empty dictionary.

  • n_order (int)

  • n_changepoints_trend (int)

  • prior_sigma (float)

  • trend_component (Any | None)

  • seasonality_component (Any | None)