BayesianBasisExpansionTimeSeries.fit#
- BayesianBasisExpansionTimeSeries.fit(X, y, coords=None)[source]#
Draw samples from posterior, prior predictive, and posterior predictive distributions, placing them in the model’s idata attribute.
- 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: