pybsts

Python interface to Bayesian Structured Time Series


Keywords
bsts, pybsts, bayesian, time, series, prediction
License
LGPL-2.1
Install
pip install pybsts==1.0.7

Documentation

BOOM

A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported.
BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.

The BOOM project began around 2005 while I was on the faculty at USC. It continued during my time at Google. Google claims copyright on modifications to BOOM files between 2009 and 2017. Copyright for changes made either before or after that time is claimed by Steven L. Scott.