def one_step_predictive(model, observed_time_series, parameter_samples):
  """

  """

  with tf.compat.v1.name_scope(
      'one_step_predictive', values=[observed_time_series, parameter_samples]):

    [
        observed_time_series,
        is_missing
    ] = sts_util.canonicalize_observed_time_series_with_mask(
        observed_time_series)

    # Run filtering over the training timesteps to extract the
    # predictive means and variances.
    num_timesteps = dist_util.prefer_static_value(
        tf.shape(input=observed_time_series))[-2]
    lgssm = model.make_state_space_model(
        num_timesteps=num_timesteps, param_vals=parameter_samples)
    (_, _, _, _, _, observation_means, observation_covs
    ) = lgssm.forward_filter(observed_time_series, mask=is_missing)

    # Squeeze dims to convert from LGSSM's event shape `[num_timesteps, 1]`
    # to a scalar time series.
    return sts_util.mix_over_posterior_draws(
        means=observation_means[..., 0],
        variances=observation_covs[..., 0, 0])