├── .gitconfig ├── .gitignore ├── CONTRIBUTING.md ├── LICENSE ├── MANIFEST.in ├── Makefile ├── README.md ├── docker-compose.yml ├── docs ├── .gitignore ├── Gemfile ├── Gemfile.lock ├── _config.yml ├── _data │ ├── alerts.yml │ ├── definitions.yml │ ├── glossary.yml │ ├── sidebars │ │ └── home_sidebar.yml │ ├── tags.yml │ ├── terms.yml │ └── topnav.yml ├── _includes │ ├── archive.html │ ├── callout.html │ ├── footer.html │ ├── google_analytics.html │ ├── head.html │ ├── head_print.html │ ├── image.html │ ├── important.html │ ├── initialize_shuffle.html │ ├── inline_image.html │ ├── links.html │ ├── note.html │ ├── search_google_custom.html │ ├── search_simple_jekyll.html │ ├── sidebar.html │ ├── tip.html │ ├── toc.html │ ├── topnav.html │ └── warning.html ├── _layouts │ ├── default.html │ ├── default_print.html │ ├── none.html │ ├── page.html │ └── page_print.html ├── analysis.html ├── conjugates.html ├── css │ ├── bootstrap.min.css │ ├── boxshadowproperties.css │ ├── customstyles.css │ ├── font-awesome.min.css │ ├── fonts │ │ ├── FontAwesome.otf │ │ ├── fontawesome-webfont.eot │ │ ├── fontawesome-webfont.svg │ │ ├── fontawesome-webfont.ttf │ │ ├── fontawesome-webfont.woff │ │ └── fontawesome-webfont.woff2 │ ├── modern-business.css │ ├── printstyles.css │ ├── syntax.css │ ├── theme-blue.css │ └── theme-green.css ├── dbcm.html ├── dcmm.html ├── define_models.html ├── dglm.html ├── dlmm.html ├── feed.xml ├── fonts │ ├── FontAwesome.otf │ ├── fontawesome-webfont.eot │ ├── fontawesome-webfont.svg │ ├── fontawesome-webfont.ttf │ ├── fontawesome-webfont.woff │ ├── glyphicons-halflings-regular.eot │ ├── glyphicons-halflings-regular.svg │ ├── glyphicons-halflings-regular.ttf │ ├── glyphicons-halflings-regular.woff │ └── glyphicons-halflings-regular.woff2 ├── forecast.html ├── images │ ├── company_logo.png │ ├── company_logo_big.png │ ├── doc_example.png │ ├── export_example.png │ ├── favicon.ico │ ├── output_15_0.png │ ├── output_16_0.png │ ├── output_27_0.png │ ├── output_30_0.png │ ├── output_33_0.png │ ├── output_46_0.png │ ├── output_49_0.png │ ├── output_53_0.png │ ├── output_54_0.png │ ├── output_57_0.png │ ├── output_60_1.png │ ├── output_61_0.png │ ├── output_62_0.png │ ├── output_63_1.png │ ├── output_67_0.png │ ├── output_68_0.png │ └── workflowarrow.png ├── index.html ├── js │ ├── customscripts.js │ ├── jekyll-search.js │ ├── jquery.ba-throttle-debounce.min.js │ ├── jquery.navgoco.min.js │ ├── jquery.shuffle.min.js │ └── toc.js ├── latent_factor.html ├── latent_factor_fxns.html ├── licenses │ ├── LICENSE │ └── LICENSE-BSD-NAVGOCO.txt ├── loss_functions.html ├── plot.html ├── point_forecast.html ├── seasonal.html ├── shared.html ├── sidebar.json ├── sitemap.xml ├── tooltips.json └── update.html ├── examples ├── Copula Model Simulation Study.ipynb ├── DBCM Latent Factor Example.ipynb ├── DCMM Latent Factor Example.ipynb ├── Poisson_DGLM_In_Depth_Example.ipynb └── sim_study_data ├── nbs ├── .gitattributes ├── .last_checked ├── 00_dglm.ipynb ├── 01_update.ipynb ├── 02_forecast.ipynb ├── 03_define_models.ipynb ├── 04_seasonal.ipynb ├── 05_analysis.ipynb ├── 06_conjugates.ipynb ├── 07_point_forecast.ipynb ├── 08_loss_functions.ipynb ├── 09_plot.ipynb ├── 10_shared.ipynb ├── 11_dcmm.ipynb ├── 12_dbcm.ipynb ├── 13_latent_factor.ipynb ├── 14_latent_factor_fxns.ipynb ├── 15_dlmm.ipynb └── index.ipynb ├── pybats ├── __init__.py ├── _nbdev.py ├── analysis.py ├── conjugates.py ├── dbcm.py ├── dcmm.py ├── define_models.py ├── dglm.py ├── dlmm.py ├── forecast.py ├── latent_factor.py ├── latent_factor_fxns.py ├── loss_functions.py ├── pkg_data │ ├── bps_agent_dof.csv │ ├── bps_agent_mean.csv │ ├── bps_agent_var.csv │ ├── bps_inflation.csv │ ├── dbcm_latent_factor_data │ ├── dcmm_latent_factor_data │ ├── dlmm_example_data.csv │ ├── interp_beta.pickle.gzip │ ├── interp_gamma.pickle.gzip │ ├── sales.csv │ ├── sim_sales_data │ └── us_inflation.csv ├── plot.py ├── point_forecast.py ├── seasonal.py ├── shared.py └── update.py 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