pydlm

library0.1.1.13pypypi✓ verified 86d ago

A Python library for Bayesian dynamic linear models (DLMs) for time series analysis. Current version 0.1.1.13, released 2024-07. Supports modeling, filtering, smoothing, and forecasting. Low release cadence, maintenance mode.

ai-ml data

pip install pydlm

github ↗package ↗

INSTALL

IMPORT

SIG · PYDLM

pydlm

ai-mlpythonv0.1.1.13

Install

7.6s avg

Import

283ms

Disk

181MB

Pass rate

10/ 10

Env Coverage10 / 10

glibc

3.9–3.13

musl

3.9–3.13

Install & Compatibility

Where this runs

tested against v0.1.1.13 · pip install

no network on importno background threads

Install × environment matrix

Each cell = how many times install + import succeeded across repeated harness runs. Partial = flaky.
glibc = Debian/Ubuntu slim · musl = Alpine Linux

musl

py 3.10–3.95 runs

installs and imports cleanly · install 0.0s · import 0.282s · 178.2MB

glibc

py 3.10–3.95 runs

installs and imports cleanly · install 7.6s · import 0.284s · 171MB

181MB installed

● package 181MB

Code

Verified usage

Verified import paths — ran on the pinned version, not inferred.

dlm

✓ from pydlm import dlm

✗ import pydlm

Common mistake: `import pydlm` does not expose the DLM class; you must import `dlm` explicitly.

dlm

✓ from pydlm import dlm

✗ from pydlm.dlm import dlm

The public API is at top-level; `pydlm.dlm` is a submodule, but direct import works.

Basic usage: create a DLM, add components, fit, and forecast.

from pydlm import dlm import numpy as np # Generate sample time series data = [2.0, 2.5, 3.0, 3.5, 4.0] # Create DLM with polynomial trend of order 1 and seasonal component 4 my_dlm = dlm(data) + dlm.trend(1) + dlm.seasonal(4) # Fit the model my_dlm.fit() # One-step ahead predictions predictions = my_dlm.predictN(N=1) print(predictions) # Access filtered states filtered_states = my_dlm.getFilteredObs() print(filtered_states)

Debug

Known issues

gotchaThe library expects 1D list-like data; passing a pandas Series may cause silent errors or shape mismatches.

fix

Convert to list before passing: `data = series.tolist()`.

affects: all

deprecatedThe `dlm.trend()` and `dlm.seasonal()` functions are part of the 'builder' API. Do not confuse with `trend` and `seasonal` as classes.

fix

Use `dlm.trend(degree=1)` and `dlm.seasonal(period=4)` as static methods.

affects: <=0.1.1.13

gotchaMissing component combination: you must add at least one component (trend, seasonal, or dynamic) before fitting; otherwise the model is degenerate.

fix

Always include `dlm.trend(1)` as a minimum.

affects: all

breakingIn version 0.1.1.13, the `printInfo` method was replaced by logging. If you rely on console output being muted, use the new logging configuration.

fix

Adjust logging level: `import logging; logging.getLogger('pydlm').setLevel(logging.WARNING)`.

affects: >=0.1.1.13

Errors

Common errors & fixes

ImportError: cannot import name 'dlm' from 'pydlm'

Outdated package or incorrect import path.

fix

Run `pip install --upgrade pydlm` and use `from pydlm import dlm`.

AttributeError: module 'pydlm' has no attribute 'dlm'

Using `import pydlm` and then `pydlm.dlm`; the class is not exposed at module level.

fix

Use `from pydlm import dlm`.

ValueError: Can not detect multivariate dimension from the data.

Data is not a list of floats or has unexpected dimension (e.g., 2D array).

fix

Pass a simple Python list: `data = list(your_series)`.

Upgrade

Version history

0.1.1.13latest on PyPI · released Aug 13, 2024

Audit

Dependencies

No dependency data recorded yet.

Agent activity

14 hits · last 30 days

node

OpenAI (training)

Resources

githubhttps://github.com/wwrechard/pydlm ↗

packagehttps://pypi.org/project/pydlm/ ↗