Quick start

Note

Placeholder — the API shown here is illustrative and will be confirmed at release.

A minimal example: build a local-level-plus-trend model, fit it to a series, and forecast.

import dlmax as dx

# Compose a model from components
model = dx.LocalLevel() + dx.LocalTrend()

# Fit to a univariate series `y`
fitted = model.compile().fit(y)

# Forecast h steps ahead with predictive intervals
fc = fitted.forecast(h=12)