Refactor PyMC time series models to use xarray API #577
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Unified the API for BayesianBasisExpansionTimeSeries and StateSpaceTimeSeries to accept xarray.DataArray inputs for X and y, with coordinates for datetime and treated units. Removed legacy numpy/datetime handling and updated internal conversion logic. Adjusted InterruptedTimeSeries and tests to use the new API, ensuring consistent handling of exogenous regressors and time indices. Improved error handling and warnings for coordinate mismatches and prediction inputs.
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## main #577 +/- ##
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+ Coverage 92.60% 96.43% +3.83%
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Files 34 35 +1
Lines 5354 5446 +92
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Removed the _convert_timeseries_data helper and refactored BayesianBasisExpansionTimeSeries and StateSpaceTimeSeries to extract datetime and exogenous variable information directly from xarray DataArray coordinates. This improves API consistency, reduces reliance on external coords dicts, and ensures proper validation of input data. Updated test to use datetime values in obs_ind coordinate for compatibility with the new API.
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drbenvincent
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Nov 29, 2025
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drbenvincent
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Could be worth seeing if there is anything in #570 that's not dealt with. But from what I can tell most of it is?
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Unified the API for BayesianBasisExpansionTimeSeries and StateSpaceTimeSeries to accept xarray.DataArray inputs for X and y, with coordinates for datetime and treated units. Removed legacy numpy/datetime handling and updated internal conversion logic. Adjusted InterruptedTimeSeries and tests to use the new API, ensuring consistent handling of exogenous regressors and time indices. Improved error handling and warnings for coordinate mismatches and prediction inputs.
Related to #570
📚 Documentation preview 📚: https://causalpy--577.org.readthedocs.build/en/577/