This repo is no longer maintained! Statespace models are now a part of pymc-extras, and are maintained by the PyMC development team. Please look over there for the most up-to-date Bayesian State Space models!
For specific examples of how to use statespace models in pymc, you can check the following resources:
- Time Series Analysis with Bayesian State Space Models in PyMC (YouTube, Github)
- Forecasting Hurricane Trajectories with State Space Models (PyMC Examples)
- Making a Custom State Space Model (Github)
- Structural Time Series Modeling in PyMC (Github)
- PyMC Statespace: VARMAX Example (Github)
- PyMC Statespace: SARIMA Example (Github)
- PyMC Statespace: Exponential Trend Smoothing Example (Github)