BayesianBasisExpansionTimeSeries.fit

BayesianBasisExpansionTimeSeries.fit(X, y, coords)

Draw samples from posterior, prior predictive, and posterior predictive distributions, placing them in the model’s idata attribute. :type X: Optional[ndarray] :param X: NumPy array of exogenous regressors. Can be None or an array with 0 columns

if no exogenous variables.

Parameters:

• 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]).

• X (np.ndarray or None)

Return type:

None