Port hierarchical multivariate forecasting model from Pyro to NumPyro #2006
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I ported https://pyro.ai/examples/forecasting_iii.html from Pyro to NumPyro in https://juanitorduz.github.io/numpyro_hierarchical_forecasting_2/ and I suggest adding them to the official docs.
TODO:
Note that I need to use my own branch to load the data because of pyro-ppl/pyro#3425