BayesianBasisExpansionTimeSeries.build_model

BayesianBasisExpansionTimeSeries.build_model(X, y, coords)

Defines the PyMC model.

Parameters:

• X (xr.DataArray) – Input features with dims [“obs_ind”, “coeffs”]. Can have 0 columns if no exogenous variables.

• y (xr.DataArray) – Target variable with dims [“obs_ind”, “treated_units”].

• coords (dict) – Coordinates dictionary. Must contain “datetime_index” (pd.DatetimeIndex).

Return type:

None