What I Read: Bayesian Structural Timeseries.
https://nathanielf.github.io/post/bayesian_structural_timeseries/
Bayesian Structural Timeseries - Forecasting
Nathaniel Forde
Aug 15, 2022
“Bayesian structural timeseries assumes that the past is a guide to the future, and that if we can characterise the processes which govern the data-generating process of past, they should serve as a guide to the future.”