…548)

* Add num_steps_per_season parameter in TimeSeasonality

* Use floor sign to write the seasonal component

* Models Definition

* Edit symbolic graph

* Correct transition matrix

* Correct documentation

* Add second examples in the documentation

* Fix bugs

* Merge with main

* Minor fixes

* Handle initial states

* Build symbolic Graph from pytensor operations

* Extend tests for the case duration > 1

* Reduce number of tests for duration

* Merge & add conditions for raising ValueErrors for season_length and duration

* Fix bug

* added sample_filter_outputs utility and accompanying simple tests

Rebased from upstream

* 1. removed modelcontext call that is not needed
2. Added handle for when filter_output param is passed in as a str
3. removed case statement in favor of dictionary mapping that already exists in conf.py

* updated plurality for some of the constants in constants.py

* cleaned up commented code, moved internal checks to the top, reduced intermediate variables

* updated kalman filter outputs to use names defined in constants.py, updated sample_filter_outputs to allow sampling any filter outputs defined in constants.py

* checked outputs of ets and varmax notebooks updated any code breaks

* updated SARMA and custom statespace notebooks to ensure they run after latest changes made to state space and updated SARIMAX sigma shape specification to be consistent with statespace structural

* removed lingering comments in ETS notebook

* Fix dims for multivariate time seasonality

* Rename coefs to params

* Fix params state names in FrequencySeasonality

* Fix coefs_ to params_ renaming in broader tests

* Tweak state names and shock names

* Update tests

* Simplify tests

---------

Co-authored-by: jessegrabowski <jessegrabowski@gmail.com>

* Rename cycle parameters from `{name}` to `params_{name}`

* Update and re-run example notebook

* update param_dims

* dims should be tuple

* Add shared_state argument to LevelTrendComponent

* Add shared_state argument to TimeSeasonality

* Add shared_state argument to CycleComponent

* Add shared_state argument to FrequencySeasonality

* Add shared_state argument to RegressionComponent

* Add shared_state argument to AutoregressiveComponent

* Add shared_state argument to MeasurementError

* Pass `share_states` to `super` calls

* Add shared_states flag in core.py

* Fix cycle tests after param renaming

---------

Co-authored-by: Jonathan Dekermanjian <Jonathan.Dekermanjian@gmail.com>
Co-authored-by: Alexandre Andorra <andorra.alexandre@gmail.com>

* Re-arrange docstrings

* Simplify how exog data is stored

* Allow exogenous variables in BayesianSARIMAX, rename SARIMA -> SARIMAX

* Use constant for exogenous dim

* First pass on exogenous variables in VARMA

* Adjust state names for API consistency

* Allow exogenous variables in BayesianVARMAX

* Eagerly simplify model where possible

* Typo fix

* Add first version of deterministic ADVI

* Update API

* Add a notebook example

* Add to API and add a docstring

* Change import in notebook

* Add jax to dependencies

* Add pytensor version

* Fix handling of pymc model

* Add (probably suboptimal) handling of the two backends

* Add transformation

* Follow Ricardo's advice to simplify the transformation step

* Fix naming bug

* Document and clean up

* Fix example

* Update pymc_extras/inference/deterministic_advi/dadvi.py

Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>

* Respond to comments

* Fix with pre commit checks

* Update pymc_extras/inference/deterministic_advi/dadvi.py

Co-authored-by: Jesse Grabowski <48652735+jessegrabowski@users.noreply.github.com>

* Implement suggestions

* Rename parameter because it's duplicated otherwise

* Rename to be consistent in use of dadvi

* Rename to `optimizer_method` and drop jac=True

* Add jac=True back in since trust-ncg complained

* Make hessp and jac optional

* Harmonize naming with existing code

* Fix example

* Switch to `better_optimize`

* Replace with pt.split

---------

Co-authored-by: Martin Ingram <martin.ingram@konux.de>
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
Co-authored-by: Jesse Grabowski <48652735+jessegrabowski@users.noreply.github.com>