New tutorial request: Bayesian Structural Time Series model
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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.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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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Assessment
- Tech stack
- julia
- Domain
- documentation, machine-learning
- Issue type
- Documentation
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 30/100