StatsForecastAutoThetaModel

class StatsForecastAutoThetaModel(season_length: int = 1, decomposition_type: str = 'multiplicative', model: Optional[str] = None)[source]

Bases: etna.models.mixins.PerSegmentModelMixin, etna.models.mixins.PredictionIntervalContextIgnorantModelMixin, etna.models.base.PredictionIntervalContextIgnorantAbstractModel

Class for holding statsforecast.models.AutoTheta.

Documentation for the underlying model.

Init model with given params.

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

  • decomposition_type (str) – Sesonal decomposition type, ‘multiplicative’ (default) or ‘additive’.

  • model (Optional[str]) – Controlling Theta Model. By default searches the best model.

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts[, prediction_interval, ...])

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[, prediction_interval, ...])

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.