WeeklySeasonalitySSM

class WeeklySeasonalitySSM[source]

Bases: etna.models.nn.deepstate.state_space_model.SeasonalitySSM

Class for Weekly Seasonality State Space Model.

Create instance of SeasonalitySSM.

Parameters

num_seasons – Number of seasons in the considered seasonality period.

Inherited-members

Methods

emission_coeff(datetime_index)

Emission coefficient matrix.

generate_datetime_index(timestamps)

Generate datetime index to use in the State Space Model.

get_timestamp_transform(x)

Generate datetime index to use in the State Space Model.

innovation_coeff(datetime_index)

Innovation coefficient matrix.

latent_dim()

Dimension of the latent space.

set_params(**params)

Return new object instance with modified parameters.

to_dict()

Collect all information about etna object in dict.

transition_coeff(datetime_index)

Transition coefficient matrix.

get_timestamp_transform(x: pandas._libs.tslibs.timestamps.Timestamp)[source]

Generate datetime index to use in the State Space Model.

Parameters

x (pandas._libs.tslibs.timestamps.Timestamp) – timestamp

Returns

Datetime index for State Space Model.