Intuition behind different priors in this spline-like knot scheme for timevariant data

[jessegrabowski]

I’ll admit I’m having a hard time following you without a specific context, but it seems like you have the problem well in hand. You certainly can have time-varying effects, and you can impose any prior structure on them you like. Also priors are just that; the posterior is free to be whatever it needs to be if the evidence from the data is strong enough (conditional on the model). You seem like you have specific domain knowledge which is leading you down this route, which is great. I just wanted to point out that a time varying effect is different to, say, trend or seasonality.