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Mcmc forecast

polars_ts.bayesian.mcmc_forecast

Posterior predictive forecast functions for MCMC models.

_forecast_local_level(y, samples, h, seed)

Posterior predictive forecast for local level model.

_forecast_ar(y, samples, h, p, seed)

Posterior predictive forecast for AR(p) model.

_forecast_seasonal(y, samples, h, season_length, seed)

Posterior predictive forecast for seasonal local level model.