Framework for Bayesian structural time series models.
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.