A Beginner's Guide to State Space Modeling скачать в хорошем качестве

A Beginner's Guide to State Space Modeling

🔊 Recorded at PyData Berlin 2025, https://2025.pycon.de/program/GRZ3RG/ 🎓 Learn how PyMC's state space models simplify Bayesian time series analysis—from AR models to Kalman filtering with real-world examples. Speakers: Jesse Grabowski, Alexandre Andorra Description: This hands-on tutorial introduces state space modeling in PyMC, demonstrating how to build powerful Bayesian time series models without wrestling with complex recursive computations. Jesse Grabowski and Alexandre Andorra guide attendees from basic AR models to advanced applications, showing how PyMC's state space module eliminates the need for manual scan operations while providing automatic Kalman filtering, smoothing, and forecasting capabilities. Through practical examples—including tracking cannonball trajectories and modeling French presidential approval ratings—the speakers demonstrate handling missing data, incorporating external regressors like unemployment rates, and building hierarchical models. The tutorial covers the transition from traditional PyMC time series approaches to the streamlined state space framework, explaining key concepts like hidden states, measurement error, and the distinction between filtered, smoothed, and predicted values. Viewers learn when to use state space models versus simpler alternatives, how to specify priors effectively, and how to interpret structural decompositions of time series data. ⭐️ About PyData Berlin: Since 2014, PyData Berlin has brought together the international Python and data community. With monthly meetups and a yearly conference, it connects data engineers, scientists, and tool-builders to share ideas, explore open-source technologies, and drive innovation together. Follow us: • LinkedIn:   / pydata-berlin   • X: https://www.x.com/pydataber Links: • Conference website: https://berlin.pydata.org/ • Other sessions: https://berlin.pydata.org/conferences... The conference is organized by • NumFOCUS Inc.: http://numfocus.org • Pioneers Hub gemeinnützige GmbH: http://pioneershub.org If you enjoyed this session, please like, comment, and subscribe to our channel for more insightful talks and discussions. Share this video with your network to spread the knowledge! Hashtags: #Python #PyConDE #PyData #OpenSource #AI #DataScience #MachineLearning #SoftwareDevelopment #LLMs #Community Acknowledgements: Special thanks to all the volunteers and sponsors who made this event possible. About: NumFOCUS Inc. supports open-source scientific computing by providing financial and logistical support to key projects like NumPy and Jupyter, promoting sustainable development and collaboration. Pioneers Hub gemeinnützige GmbH: is a non-profit fostering innovation in AI and tech by connecting experts and promoting knowledge exchange through events and collaborative initiatives. www.pydata.org PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R.