About

Awen Forecasting is a research project in Bayesian time-series forecasting, centred on the dynamic linear model tradition of West & Harrison and the state-space methods that grew from it.

The work spans a software library (DLMAX), methodological research, and — in development — an applied forecasting platform.

DLMAX

DLMAX is a JAX-based library for dynamic linear modelling. It provides a component-based model builder, a square-root (SVD) filter for numerical stability, and dynamic model averaging across a universe of candidate models. It is designed for both research use and teaching.

Contact

For enquiries, collaboration, or to follow the project’s progress: hello@awenforecasting.com