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85 | 85 | "#@title Import and set ups{ display-mode: \"form\" }\n",
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86 | 86 | "\n",
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87 | 87 | "%matplotlib inline\n",
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88 |
| - "import matplotlib as mpl\n", |
89 | 88 | "from matplotlib import pylab as plt\n",
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90 | 89 | "import matplotlib.dates as mdates\n",
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91 | 90 | "import seaborn as sns\n",
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94 | 93 | "\n",
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95 | 94 | "import numpy as np\n",
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96 | 95 | "import tensorflow.compat.v2 as tf\n",
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| 96 | + "import tf_keras\n", |
97 | 97 | "import tensorflow_probability as tfp\n",
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98 | 98 | "\n",
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99 |
| - "from tensorflow_probability import distributions as tfd\n", |
100 |
| - "from tensorflow_probability import sts\n", |
101 |
| - "\n", |
102 |
| - "tf.enable_v2_behavior()" |
| 99 | + "from tensorflow_probability import sts" |
103 | 100 | ]
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104 | 101 | },
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105 | 102 | {
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296 | 293 | "\n",
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297 | 294 | " fig=plt.figure(figsize=(12, 6))\n",
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298 | 295 | " ax = fig.add_subplot(1,1,1)\n",
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299 |
| - " num_timesteps = one_step_mean.shape[-1]\n", |
300 | 296 | " ax.plot(dates, observed_time_series, label=\"observed time series\", color=c1)\n",
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301 | 297 | " ax.plot(dates, one_step_mean, label=\"one-step prediction\", color=c2)\n",
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302 | 298 | " ax.fill_between(dates,\n",
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504 | 500 | " target_log_prob_fn=co2_model.joint_distribution(\n",
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505 | 501 | " observed_time_series=co2_by_month_training_data).log_prob,\n",
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506 | 502 | " surrogate_posterior=variational_posteriors,\n",
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507 |
| - " optimizer=tf.optimizers.Adam(learning_rate=0.1),\n", |
| 503 | + " optimizer=tf_keras.optimizers.Adam(learning_rate=0.1),\n", |
508 | 504 | " num_steps=num_variational_steps,\n",
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509 | 505 | " jit_compile=True)\n",
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510 | 506 | "\n",
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918 | 914 | " target_log_prob_fn=demand_model.joint_distribution(\n",
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919 | 915 | " observed_time_series=demand_training_data).log_prob,\n",
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920 | 916 | " surrogate_posterior=variational_posteriors,\n",
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921 |
| - " optimizer=tf.optimizers.Adam(learning_rate=0.1),\n", |
| 917 | + " optimizer=tf_keras.optimizers.Adam(learning_rate=0.1),\n", |
922 | 918 | " num_steps=num_variational_steps,\n",
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923 | 919 | " jit_compile=True)\n",
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924 | 920 | "plt.plot(elbo_loss_curve)\n",
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1245 | 1241 | "metadata": {
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1246 | 1242 | "colab": {
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1247 | 1243 | "collapsed_sections": [
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| 1244 | + "uiR4-VOt9NFX", |
1248 | 1245 | "5BVYddeJg-An"
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1249 | 1246 | ],
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1250 | 1247 | "name": "Structural Time Series Modeling Case Studies Atmospheric CO2 and Electricity Demand",
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