New tutorial request: Bayesian Structural Time Series model

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Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
30/100
Issue type
Documentation
Clarity
Mostly clear
Activity status
Stale
Tech stack
julia

Research direction

Start with the tutorials repository and the linked TensorFlow Probability structural time-series tutorial. Implement the Bayesian Structural Time Series example using Turing, then contribute it to the tutorials repo; done means a working tutorial is available.

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Description

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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Forks
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Avg merge
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Merged PRs (30d)
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  4. Open a pull request that references the issue number.

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