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module statsforecast.ets

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function etssimulate

etssimulate(
    x: ndarray,
    m: int,
    error: Component,
    trend: Component,
    season: Component,
    alpha: float,
    beta: float,
    gamma: float,
    phi: float,
    h: int,
    y: ndarray,
    e: ndarray
) → None

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function etsforecast

etsforecast(
    x: ndarray,
    m: int,
    trend: Component,
    season: Component,
    phi: float,
    h: int,
    f: ndarray
) → None

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function initparam

initparam(
    alpha: float,
    beta: float,
    gamma: float,
    phi: float,
    trendtype: str,
    seasontype: str,
    damped: bool,
    lower: ndarray,
    upper: ndarray,
    m: int,
    bounds: str
)

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function admissible

admissible(alpha: float, beta: float, gamma: float, phi: float, m: int)

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function check_param

check_param(
    alpha: float,
    beta: float,
    gamma: float,
    phi: float,
    lower: ndarray,
    upper: ndarray,
    bounds: str,
    m: int
)

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function fourier

fourier(x, period, K, h=None)

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function initstate

initstate(y, m, trendtype, seasontype)

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function switch

switch(x: str) → Component

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function switch_criterion

switch_criterion(x: str) → Criterion

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function pegelsresid_C

pegelsresid_C(
    y: ndarray,
    m: int,
    init_state: ndarray,
    errortype: str,
    trendtype: str,
    seasontype: str,
    damped: bool,
    alpha: float,
    beta: float,
    gamma: float,
    phi: float,
    nmse: int
)

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function optimize_ets_target_fn

optimize_ets_target_fn(
    x0,
    par,
    y,
    nstate,
    errortype,
    trendtype,
    seasontype,
    damped,
    par_noopt,
    lowerb,
    upperb,
    opt_crit,
    nmse,
    bounds,
    m,
    pnames,
    pnames2
)

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function etsmodel

etsmodel(
    y: ndarray,
    m: int,
    errortype: str,
    trendtype: str,
    seasontype: str,
    damped: bool,
    alpha: float,
    beta: float,
    gamma: float,
    phi: float,
    lower: ndarray,
    upper: ndarray,
    opt_crit: str,
    nmse: int,
    bounds: str,
    maxit: int = 2000,
    control=None,
    seed=None,
    trace: bool = False
)

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function is_constant

is_constant(x)

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function ets_f

ets_f(
    y,
    m,
    model='ZZZ',
    damped=None,
    alpha=None,
    beta=None,
    gamma=None,
    phi=None,
    additive_only=None,
    blambda=None,
    biasadj=None,
    lower=None,
    upper=None,
    opt_crit='lik',
    nmse=3,
    bounds='both',
    ic='aicc',
    restrict=True,
    allow_multiplicative_trend=False,
    use_initial_values=False,
    maxit=2000
)

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function pegelsfcast_C

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

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function forecast_ets

forecast_ets(obj, h, level=None)

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function forward_ets

forward_ets(fitted_model, y)