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kylepltensorflower-gardener
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Update comments in the Seasonal component to be a bit clearer as to what the underlying residuals are.
PiperOrigin-RevId: 474035105
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tensorflow_probability/python/sts/components/seasonal.py

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@@ -304,10 +304,12 @@ class ConstrainedSeasonalStateSpaceModel(
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we've defined the invertible linear reparameterization `Z = R E`, where
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```
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R = [1 - 1/N, -1/N, ..., -1/N
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-1/N, 1 - 1/N, ..., -1/N,
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R = [1 - 1/N, -1/N, ..., -1/N, -1/N
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-1/N, 1 - 1/N, ..., -1/N, -1/N
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...
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1/N, 1/N, ..., 1/N]
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-1/N, -1/N, ..., 1/ - 1/N, -1/N
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1/N, 1/N, ..., 1/N, 1/N]
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E = [e_1, ..., e_(N-1), z_N]
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```
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represents the change of basis from 'effect coordinates' E to

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