├── .github └── workflows │ └── ci.yml ├── .gitignore ├── LICENSE ├── Makefile ├── README.md ├── lint-requirements.txt ├── pyproject.toml ├── requirements.txt ├── setup.cfg ├── setup.py ├── sts_jax ├── __init__.py ├── causal_impact │ ├── __init__.py │ ├── causal_impact.py │ ├── causal_impact_demo.ipynb │ └── causal_impact_demo2.ipynb ├── figures │ ├── causal_forecast.png │ ├── causal_obs.png │ ├── comparison.png │ ├── electr_forecast.png │ ├── electr_obs.png │ ├── poisson_forecast.png │ └── poisson_obs.png └── structural_time_series │ ├── __init__.py │ ├── demos │ ├── sts_co2_demo.ipynb │ ├── sts_electric_demo.ipynb │ └── sts_poisson_demo.ipynb │ ├── learning.py │ ├── sts_components.py │ ├── sts_model.py │ └── sts_ssm.py ├── test-requirements.txt └── tests └── structural_time_series ├── test_autoregressive.py └── test_local_linear_trend.py /.github/workflows/ci.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/.github/workflows/ci.yml -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/LICENSE -------------------------------------------------------------------------------- /Makefile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/Makefile -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/README.md -------------------------------------------------------------------------------- /lint-requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/lint-requirements.txt -------------------------------------------------------------------------------- /pyproject.toml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/pyproject.toml -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/requirements.txt -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/setup.cfg -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/setup.py -------------------------------------------------------------------------------- /sts_jax/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /sts_jax/causal_impact/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /sts_jax/causal_impact/causal_impact.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/causal_impact/causal_impact.py -------------------------------------------------------------------------------- /sts_jax/causal_impact/causal_impact_demo.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/causal_impact/causal_impact_demo.ipynb -------------------------------------------------------------------------------- /sts_jax/causal_impact/causal_impact_demo2.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/causal_impact/causal_impact_demo2.ipynb -------------------------------------------------------------------------------- /sts_jax/figures/causal_forecast.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/causal_forecast.png -------------------------------------------------------------------------------- /sts_jax/figures/causal_obs.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/causal_obs.png -------------------------------------------------------------------------------- /sts_jax/figures/comparison.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/comparison.png -------------------------------------------------------------------------------- /sts_jax/figures/electr_forecast.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/electr_forecast.png -------------------------------------------------------------------------------- /sts_jax/figures/electr_obs.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/electr_obs.png -------------------------------------------------------------------------------- /sts_jax/figures/poisson_forecast.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/poisson_forecast.png -------------------------------------------------------------------------------- /sts_jax/figures/poisson_obs.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/figures/poisson_obs.png -------------------------------------------------------------------------------- /sts_jax/structural_time_series/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/__init__.py -------------------------------------------------------------------------------- /sts_jax/structural_time_series/demos/sts_co2_demo.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/demos/sts_co2_demo.ipynb -------------------------------------------------------------------------------- /sts_jax/structural_time_series/demos/sts_electric_demo.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/demos/sts_electric_demo.ipynb -------------------------------------------------------------------------------- /sts_jax/structural_time_series/demos/sts_poisson_demo.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/demos/sts_poisson_demo.ipynb -------------------------------------------------------------------------------- /sts_jax/structural_time_series/learning.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/learning.py -------------------------------------------------------------------------------- /sts_jax/structural_time_series/sts_components.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/sts_components.py -------------------------------------------------------------------------------- /sts_jax/structural_time_series/sts_model.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/sts_model.py -------------------------------------------------------------------------------- /sts_jax/structural_time_series/sts_ssm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/sts_jax/structural_time_series/sts_ssm.py -------------------------------------------------------------------------------- /test-requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/test-requirements.txt -------------------------------------------------------------------------------- /tests/structural_time_series/test_autoregressive.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/tests/structural_time_series/test_autoregressive.py -------------------------------------------------------------------------------- /tests/structural_time_series/test_local_linear_trend.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/sts-jax/HEAD/tests/structural_time_series/test_local_linear_trend.py --------------------------------------------------------------------------------