Module: tfp.sts

Framework for Bayesian structural time series models.

Classes

class AdditiveStateSpaceModel: A state space model representing a sum of component state space models.

class LocalLinearTrend: Formal representation of a local linear trend model.

class LocalLinearTrendStateSpaceModel: State space model for a local linear trend.

class Seasonal: Formal representation of a seasonal effect model.

class SeasonalStateSpaceModel: State space model for a seasonal effect.

class StructuralTimeSeries: Base class for structural time series models.

class Sum: Sum of structural time series components.