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New tutorial request: Bayesian Structural Time Series model #80

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00krishna opened this issue Jun 24, 2020 · 0 comments
Open

New tutorial request: Bayesian Structural Time Series model #80

00krishna opened this issue Jun 24, 2020 · 0 comments

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@00krishna
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Hello. I was just putting in a request for a tutorial on Bayesian Structural Time Series models using Turing. Structural time series models seem to be getting a lot more attention, especially in forecasting applications. There is a tutorial on structural time series using Tensorflow Probability, that could probably be easily adapted to use Turing. The link is below.

https://blog.tensorflow.org/2019/03/structural-time-series-modeling-in.html

I will work on creating my own implementation of this model in Turing. If I can get it to work, I will contribute it to the tutorials repo.

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