Hurricane Path Forecasts using HSGP and Vector Auto Regression

Notebook proposal

Title: Hurricane Path Forecasts

Why should this notebook be added to pymc-examples?

I think this would be an interesting example to have because of the following:

• This model is a multi-output estimation (distance + direction) problem
• It is a relevant topic with real world implications that are currently newsworthy
• It shows how one can apply/extend the very cool work depicted in example_1 by @NathanielF and in example_2 by @ricardoV94

Suggested categories:

• Level: Beginner/Intermediate

Related notebooks

Links to related notebooks mentioned above.

References

references in notebooks above + any other if relevant at completion of example.

Preliminary work

I have a good chunk of the work complete but it is still a work in progress. I am trying to gauge if this will be of interest to the PYMC community. here is a link to what I have so far.

Start by reviewing the preliminary work in the linked gist and the related bayesian_var_model example, along with the referenced Bayesian vector autoregression post. Confirm the proposed hurricane path model, data, and references, then prepare a complete example notebook for pymc-examples with the stated beginner/intermediate scope.