StatsForecastAutoCESModel

class StatsForecastAutoCESModel(season_length: int = 1, model: str = 'Z')[source]

Bases: etna.models.mixins.PerSegmentModelMixin, etna.models.mixins.NonPredictionIntervalContextIgnorantModelMixin, etna.models.base.NonPredictionIntervalContextIgnorantAbstractModel

Class for holding statsforecast.models.AutoCES.

Documentation for the underlying model.

Method forecast only works on ouf-of-sample data that goes right after training data.

Method predict only works on in-sample data.

Init model with given params.

Parameters

  • season_length (int) – Number of observations per unit of time. Ex: 24 Hourly data.

  • model (str) – Controlling state-space-equations.

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts[, return_components])

Make predictions.

get_model()

Get internal models that are used inside etna class.

load(path)

Load an object.

params_to_tune()

Get grid for tuning hyperparameters.

predict(ts[, return_components])

Make predictions with using true values as autoregression context if possible (teacher forcing).

save(path)

Save the object.

set_params(**params)

Return new object instance with modified parameters.

to_dict()

Collect all information about etna object in dict.

Attributes

context_size

Context size of the model.