From 84d0c6a8549110b3289fe9b32ea6438b115297da Mon Sep 17 00:00:00 2001
From: thomaswc <thomaswc@google.com>
Date: Mon, 8 Jan 2024 18:51:16 -0800
Subject: [PATCH] Add __init__.py files for timeseries directory.

PiperOrigin-RevId: 596762385
---
 .../python/experimental/BUILD                 |  2 ++
 .../python/experimental/__init__.py           |  2 ++
 .../python/experimental/timeseries/BUILD      |  9 +++++
 .../experimental/timeseries/__init__.py       | 36 +++++++++++++++++++
 4 files changed, 49 insertions(+)
 create mode 100644 tensorflow_probability/python/experimental/timeseries/__init__.py

diff --git a/tensorflow_probability/python/experimental/BUILD b/tensorflow_probability/python/experimental/BUILD
index 2239e43596..6ae164fef5 100644
--- a/tensorflow_probability/python/experimental/BUILD
+++ b/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",
diff --git a/tensorflow_probability/python/experimental/__init__.py b/tensorflow_probability/python/experimental/__init__.py
index d7abd001d0..58a72d64ae 100644
--- a/tensorflow_probability/python/experimental/__init__.py
+++ b/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',
diff --git a/tensorflow_probability/python/experimental/timeseries/BUILD b/tensorflow_probability/python/experimental/timeseries/BUILD
index cc2ee5c984..a524688577 100644
--- a/tensorflow_probability/python/experimental/timeseries/BUILD
+++ b/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"],
diff --git a/tensorflow_probability/python/experimental/timeseries/__init__.py b/tensorflow_probability/python/experimental/timeseries/__init__.py
new file mode 100644
index 0000000000..0da92d2f0a
--- /dev/null
+++ b/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)