@Funko_Unko, R package here: GitHub - codatmo/stanIncrementalImportanceSampling: Basic R package to perform importance sampling to update fitted Stan models with new data, consisting of a single function importance_sampling
that takes as input: the original stanfit object; the original data as a list; the original data plus the new data as a list. It then outputs the importance weights for each iteration.
You need to predict a week into the future for example so that the parameters for those days are there in the fitted model to be reweighted with the new data when it’s available.