Orbit is a package for bayesian time series modeling and inference.
copied from cf-staging / orbit-ml
Orbit is a Python package for Bayesian time series forecasting and inference. It provides a familiar and intuitive initialize-fit-predict interface for time series tasks, while utilizing probabilistic programming languages under the hood.
For details, check out our documentation and tutorials: - HTML (stable): https://orbit-ml.readthedocs.io/en/stable/ - HTML (latest): https://orbit-ml.readthedocs.io/en/latest/
Currently, it supports concrete implementations for the following models:
It also supports the following sampling/optimization methods for model estimation/inferences:
