From Pyro to NumPyro: Forecasting Hierarchical Models - Part I

In this notebook we provide a NumPyro implementation of the first model presented in the Pyro forecasting documentation: Forecasting III: hierarchical models . This model generalizes the local level model with seasonality presented in the univariate example Forecasting I: univariate, heavy tailed (see From Pyro to NumPyro: Forecasting a univariate, heavy tailed time series for the corresponding…