Is it possible to simultaneously calibrate multiple StateSpace models?

There’s an open issue here to add a model name prefix to models to enable this. It was previously blocked but no longer, we should prioritize getting it in.

If the meantime if you need this right now I can think up a hack and post something. The offending function is here, so an easy hack locally would be to clone extras, pip install it as editable, then add a data_name argument to build_statespace_graph that forwards to register_data_with_pymc.

If you check the PR I linked there might be other places this pops up.