Add __init__.py files for timeseries directory.

PiperOrigin-RevId: 596762385

tensorflow_probability/python/experimental/BUILD

@@ -42,6 +42,7 @@ multi_substrate_py_library(
         "//tensorflow_probability/python/experimental/marginalize",
         "//tensorflow_probability/python/experimental/nn",
         "//tensorflow_probability/python/experimental/substrates",
+        "//tensorflow_probability/python/experimental/timeseries",
         "//tensorflow_probability/python/internal:auto_composite_tensor",
         "//tensorflow_probability/python/experimental/util:composite_tensor",
     ],
@@ -65,6 +66,7 @@ multi_substrate_py_library(
         "//tensorflow_probability/python/experimental/sts_gibbs",
         "//tensorflow_probability/python/experimental/substrates",
         "//tensorflow_probability/python/experimental/tangent_spaces",
+        "//tensorflow_probability/python/experimental/timeseries",
         "//tensorflow_probability/python/experimental/util",
         "//tensorflow_probability/python/experimental/util:composite_tensor",
         "//tensorflow_probability/python/experimental/vi",

tensorflow_probability/python/experimental/__init__.py

@@ -45,6 +45,7 @@
 from tensorflow_probability.python.experimental import sts_gibbs
 from tensorflow_probability.python.experimental import substrates
 from tensorflow_probability.python.experimental import tangent_spaces
+from tensorflow_probability.python.experimental import timeseries
 from tensorflow_probability.python.experimental import util
 from tensorflow_probability.python.experimental import vi
 from tensorflow_probability.python.experimental.util.composite_tensor import as_composite
@@ -77,6 +78,7 @@
     'stats',
     'substrates',
     'tangent_spaces',
+    'timeseries',
     'unnest',
     'util',
     'vi',

tensorflow_probability/python/experimental/timeseries/BUILD

@@ -24,6 +24,15 @@ package(
     default_visibility = ["//visibility:public"],
 )
 
+py_library(
+    name = "timeseries",
+    srcs = ["__init__.py"],
+    deps = [
+        ":metrics",
+        "//tensorflow_probability/python/internal:all_util",
+    ],
+)
+
 py_library(
     name = "metrics",
     srcs = ["metrics.py"],

tensorflow_probability/python/experimental/timeseries/__init__.py

@@ -0,0 +1,36 @@
+# Copyright 2024 The TensorFlow Probability Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+"""Experimental methods and objectives for variational inference."""
+
+from tensorflow_probability.python.experimental.timeseries.metrics import horizoned_mase
+from tensorflow_probability.python.experimental.timeseries.metrics import horizoned_msis
+from tensorflow_probability.python.experimental.timeseries.metrics import horizoned_smape
+from tensorflow_probability.python.experimental.timeseries.metrics import mase
+from tensorflow_probability.python.experimental.timeseries.metrics import msis
+from tensorflow_probability.python.experimental.timeseries.metrics import smape
+from tensorflow_probability.python.internal import all_util
+
+JAX_MODE = False
+
+_allowed_symbols = [
+    'smape',
+    'horizoned_smape',
+    'mase',
+    'horizoned_mase',
+    'msis',
+    'horizoned_msis',
+]
+
+all_util.remove_undocumented(__name__, _allowed_symbols)