Bayesian Divination: Time series analysis & forecasting with Bayesian tools

Presenter: Yizhar Toren (aka Izzy) from Shopify.
Abstract: Over the past few years, new tools for analysing longitudal (time series) data have appeared. These tools pack a lot of sophisticated Bayesian modelling techniques behind a simple interface. In this talk will include a very quick intro to Bayesian structural time series and a review two of these tools: Facebook's Prophet and Scott's BSTS. I'll discuss the philosophy & assumptions behind each package and compare their performances on a real-life example. If time permits I'll also discuss some of the ways we use these packages for inference and testing