StateSpace Module Hurricane Case Study WIP

[Dekermanjian]

Case Study to showcase the use of the State Space Module in pymc-experimental

This relates to #715

In this case study I have done the following:

• Briefly explain how SSMs work under the hood
• Walk through the simplest form of SSM for tracking a 2-D object

I still wish to add the following:

• Expand on the simplest SSM by adding covariates/exogenous variables
• Implement a VARMAX model in the state space representation
• Add non-linear covariates/exogenous variables like HSGPs

@jessegrabowski Once I have completed this, would you be willing to be a reviewer for this case study?

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📚 Documentation preview 📚: https://pymc-examples--763.org.readthedocs.build/en/763/

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fonnesbeck commented on 2025-01-05T01:33:47Z
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Not sure if its my setup, but there are some stray $ characters in the intro.

Dekermanjian commented on 2025-01-05T11:37:14Z
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Hi @fonnesneck! Thank you for taking the time to review this notebook. On ReviewNB it seems that the double $ that should generate an equation on its own line doesn't render, but it does on the PyMC examples page. That is why there are stray $ characters.

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fonnesbeck commented on 2025-01-05T01:33:48Z
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We don't currently use plotly in any of the other examples, so need to update the requirements.

Dekermanjian commented on 2025-01-05T11:41:24Z
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Yes, you are correct. I will move the comment on line 6 to the very top of this cell. I have Plotly included in the extra_installs in the myst.md file. Again this does not render in ReviewNB but it does on the PyMC examples website. You can see it if you visit the documentation preview https://pymcio--763.org.readthedocs.build/projects/examples/en/763/case_studies/ssm_hurricane_tracking.html

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fonnesbeck commented on 2025-01-05T01:33:49Z
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spelling: "originate"

Also, maybe worth adding a sentence describing what defines an origination point.

Dekermanjian commented on 2025-01-05T11:43:24Z
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Thank you for catching that! Yes, I agree with you. I will add some more context on what constitutes an origination point.

[Dekermanjian]

Hi @fonnesneck! Thank you for taking the time to review this notebook. On ReviewNB it seems that the double $ that should generate an equation on its own line doesn't render, but it does on the PyMC examples page. That is why there are stray $ characters.

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View entire conversation on ReviewNB

[Dekermanjian]

Yes, you are correct. I will move the comment on line 6 to the very top of this cell. I have Plotly included in the extra_installs in the myst.md file. Again this does not render in ReviewNB but it does on the PyMC examples website. You can see it if you visit the documentation preview https://pymcio--763.org.readthedocs.build/projects/examples/en/763/case_studies/ssm_hurricane_tracking.html

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[Dekermanjian]

Thank you for catching that! Yes, I agree with you. I will add some more context on what constitutes an origination point.

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View entire conversation on ReviewNB