Leveraging the State Space module for tracking/forecasting hurricane trajectories

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I’m excited to share this case-study that highlights how you can build a custom state space model using the pymc-extras state space module.

In the example, we walkthrough building three models with added complexity:

  1. Newtonian dynamics model
  2. Newtonian dynamics + Exogenous variables
  3. Newtonian dynamics + Cubic B-Splines

Considering how large the radius of a hurricane can be, these models perform quite well!

I want to give a huge shoutout and thanks to @jessegrabowski and @fonnesbeck who helped significantly to improve this example.

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