YearlySeasonalitySSM

class YearlySeasonalitySSM

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

Class for Yearly 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)

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.