The time-series engine for forecasting with JAX and NumPyro
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Bunobee
Bunobee is an experimental Bayesian time-series library built on JAX and NumPyro. It currently supports the following model families:
- Damped Local Trend (DLT) — an exponential smoothing model with a damped slope component
- State Space Models (SSP) — structured state space models with Kalman filtering and smoothing
Fun fact: "bunobee" is a word invented by my kids during their childhood to describe the action of the role they were playing.
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