Electricity Demand Forecast: Dynamic Time-Series Model

We work out a classical electricity demand forecasting model form the case study Structural Time Series Modeling Case Studies: Atmospheric CO2 and Electricity Demand from the TensorFlow Probability documentation. The idea of this example is to use temperature as a linear covariate to model the electricity demand. In this example, we show how to use a (Hilbert Space Approximation) Gaussian process…