Modeling housing sales time series data

[emiruz]

I suggest having a look at prophet3 which produces Stan models and can do fancy footwork. If BRMS is a must then this thread may be useful to you:

Forecasting in brms

I would like to do simple forecasts of over 1000 time series at a time. I saw on github that BSTS are not part of brms, which is fine, I never seemed to get great forecasts out of them anyways. I also saw this splines and Gaussian processes, which do a fairly good job in replacing (basic) BSTS terms but with much less convergence issues and the immediate ability to do forecasting if desired. I have never tried forecasting with splines or Gaussian processes. Does an example of doing this in b…

You could also consider a log link poisson model with an autoregressive component and Fourier terms for seasonality. Manual should get you started if you’re happy to use Stan:

2.1 Autoregressive Models | Stan User’s Guide