Blog posts


PyBATS package for Bayesian forecasting

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Isaac Lavine and Andrew Cron have developed an open-source Python package to implement Bayesian time series models including the DGLM and DLM. This package can be used to implement the dynamic count mixture model proposed in Berry and West (2019). If you have a project involving time series of counts, binary events, or continuous outcomes, then I highly recommend checking out PyBATS.