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. The obs_ind coordinate must contain datetime values.

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

• coords (dict, optional) – Coordinates dictionary. Can contain “datetime_index” for backwards compatibility, but datetime is preferentially extracted from X.coords[‘obs_ind’].

Return type:

None