tensorflow_probability/python/sts/seasonal.py
def build_seasonal_transition_noise(
    drift_scale, num_seasons, is_last_day_of_season):
  """Build the transition noise model for a SeasonalStateSpaceModel."""

  # If the current season has just ended, increase the variance of its effect
  # following drift_scale. (the just-ended seasonal effect will always be the
  # bottom element of the vector). Otherwise, do nothing.
  drift_scale_diag = tf.stack(
      [tf.zeros_like(drift_scale)] * (num_seasons - 1) + [drift_scale],
      axis=-1)
  def seasonal_transition_noise(t):
    noise_scale_diag = dist_util.pick_scalar_condition(
        is_last_day_of_season(t),
        drift_scale_diag,
        tf.zeros_like(drift_scale_diag))
    return tfd.MultivariateNormalDiag(
        loc=tf.zeros(num_seasons, dtype=drift_scale.dtype),
        scale_diag=noise_scale_diag)
  return seasonal_transition_noise
def build_seasonal_transition_noise(
    drift_scale, num_seasons, is_last_day_of_season):
  # If the current season has just ended, increase the variance of its effect
  # following drift_scale. (the just-ended seasonal effect will always be the
  # bottom element of the vector). Otherwise, do nothing.
  drift_scale_diag = tf.stack(
      [tf.zeros_like(drift_scale)] * (num_seasons - 1) + [drift_scale],
      axis=-1)
  def seasonal_transition_noise(t):
    noise_scale_diag = dist_util.pick_scalar_condition(
        is_last_day_of_season(t),
        drift_scale_diag,
        tf.zeros_like(drift_scale_diag))
    return tfd.MultivariateNormalDiag(
        loc=tf.zeros(num_seasons, dtype=drift_scale.dtype),
        scale_diag=noise_scale_diag)
  return seasonal_transition_noise
def build_seasonal_transition_noise ( drift_scale , num_seasons , is_last_day_of_season ) : # If the current season has just ended, increase the variance of its effect # following drift_scale. (the just-ended seasonal effect will always be the # bottom element of the vector). Otherwise, do nothing. drift_scale_diag = tf . stack ( [ tf . zeros_like ( drift_scale ) ] * ( num_seasons - 1 ) + [ drift_scale ] , axis = - 1 ) def seasonal_transition_noise ( t ) : noise_scale_diag = dist_util . pick_scalar_condition ( is_last_day_of_season ( t ) , drift_scale_diag , tf . zeros_like ( drift_scale_diag ) ) return tfd . MultivariateNormalDiag ( loc = tf . zeros ( num_seasons , dtype = drift_scale . dtype ) , scale_diag = noise_scale_diag ) return seasonal_transition_noise
Build the transition noise model for a SeasonalStateSpaceModel.
Build the transition noise model for a SeasonalStateSpaceModel .