StatsForecastAutoETSModel

class StatsForecastAutoETSModel(season_length: int = 1, model: str = 'ZZZ', damped: Optional[bool] = None)[source]

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

Class for holding statsforecast.models.AutoETS.

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.

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

  • damped (Optional[bool]) – A parameter that ‘dampens’ the trend.

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.