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module statsforecast.ces

Global Variables

  • CACHE
  • NOGIL
  • NONE
  • SIMPLE
  • PARTIAL
  • FULL
  • TOL
  • HUGEN
  • NA
  • smalno

function initstate

initstate(y, m, seasontype)

function optimize_ces_target_fn

optimize_ces_target_fn(
    init_par,
    optimize_params,
    y,
    m,
    init_states,
    n_components,
    seasontype,
    nmse
)

function cesmodel

cesmodel(
    y: ndarray,
    m: int,
    seasontype: str,
    alpha_0: float,
    alpha_1: float,
    beta_0: float,
    beta_1: float,
    nmse: int
)

function pegelsfcast_C

pegelsfcast_C(h, obj, npaths=None, level=None, bootstrap=None)

function forecast_ces

forecast_ces(obj, h, level=None)

function auto_ces

auto_ces(
    y,
    m,
    model='Z',
    alpha_0=None,
    alpha_1=None,
    beta_0=None,
    beta_1=None,
    opt_crit='lik',
    nmse=3,
    ic='aicc'
)

function forward_ces

forward_ces(fitted_model, y)