StateSpaceTimeSeries.__init__

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

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.

• level_order (int)

• seasonal_length (int)

• trend_component (Any | None)

• seasonality_component (Any | None)

• mode (str)