Notes on Exponential Smoothing with NumPyro

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This notebook serves as personal notes on NumPyro ’s implementation of the classic exponential smoothing forecasting method. I use Example: Holt-Winters Exponential Smoothing . The strategy is to go into the nitty-gritty details of the code presented in the example from the documentation: “Example: Holt-Winters Exponential Smoothing” . In particular, I want to understand the auto-regressive…

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