Implement Bayesian Structural Time Series (BSTS)

causalpy/__init__.py

@@ -26,6 +26,7 @@
 from .experiments.prepostnegd import PrePostNEGD
 from .experiments.regression_discontinuity import RegressionDiscontinuity
 from .experiments.regression_kink import RegressionKink
+from .experiments.structural_time_series import StructuralTimeSeries
 from .experiments.synthetic_control import SyntheticControl
 
 az.style.use("arviz-darkgrid")
@@ -36,6 +37,7 @@
     "create_causalpy_compatible_class",
     "InstrumentalVariable",
     "InterruptedTimeSeries",
+    "StructuralTimeSeries",
     "InversePropensityWeighting",
     "load_data",
     "PrePostNEGD",

causalpy/experiments/__init__.py

@@ -11,3 +11,26 @@
 #   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 #   See the License for the specific language governing permissions and
 #   limitations under the License.
+"""CausalPy experiment module"""
+
+from .diff_in_diff import DifferenceInDifferences
+from .instrumental_variable import InstrumentalVariable
+from .interrupted_time_series import InterruptedTimeSeries  # For backward compatibility
+from .inverse_propensity_weighting import InversePropensityWeighting
+from .prepostnegd import PrePostNEGD
+from .regression_discontinuity import RegressionDiscontinuity
+from .regression_kink import RegressionKink
+from .structural_time_series import StructuralTimeSeries
+from .synthetic_control import SyntheticControl
+
+__all__ = [
+    "DifferenceInDifferences",
+    "InstrumentalVariable",
+    "InversePropensityWeighting",
+    "PrePostNEGD",
+    "RegressionDiscontinuity",
+    "RegressionKink",
+    "SyntheticControl",
+    "StructuralTimeSeries",
+    "InterruptedTimeSeries",  # For backward compatibility
+]