title: Do we have an implementation of Bayesian structural time series in Python?
body: <p>We are looking for a close pythonian implementation of the r library bsts.
  To be precise, I'm looking for something that allows me to emulate the functionality of <em>'add_regressor'</em> from <em>fbprophet</em>.</p>
  <ol>
  <li>Have already tried Pybsts (the kernel kept dying), and</li>
  <li>According to a thread on <em><strong>tensorflow_probability</strong></em> Github account, it doesn't support multivariate mode yet.</li>
  </ol>
  <p>Any help would be appreciated.
  Thanks</p>