BayesianBasisExpansionTimeSeries.build_model#

BayesianBasisExpansionTimeSeries.build_model(X, y, coords)[source]#

Defines the PyMC model.

Parameters:

  • X (np.ndarray or None) – NumPy array of exogenous regressors. Can be None if no exogenous variables.

  • y (np.ndarray) – The target variable.

  • coords (dict) – Coordinates dictionary. Must contain “datetime_index” (pd.DatetimeIndex). If X is provided and has columns, coords must also contain “coeffs” (List[str]).

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