module statsforecast.tbats
Global Variables
- CACHE
- NOGIL
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statsforecast.tbatsfind_harmonicsfind_harmonics(y, m)
initial_parametersinitial_parameters(k_vector, use_trend, use_damped_trend, ar_coeffs, ma_coeffs)
makeXMatrixmakeXMatrix(b, s_vector, d_vector, epsilon_vector)
findPQfindPQ(ar_coeffs, ma_coeffs)
makeTBATSWMatrixmakeTBATSWMatrix(phi, k_vector, ar_coeffs, ma_coeffs, tau)
makeTBATSGMatrixmakeTBATSGMatrix(
k_vector,
alpha,
adj_beta,
beta,
gamma_one_v,
gamma_two_v,
p,
q,
tau
)
extract_paramsextract_params(
params,
use_boxcox,
use_trend,
use_damped_trend,
use_arma_errors,
seasonal_periods,
p,
q
)
updateTBATSWMatrixupdateTBATSWMatrix(w_transpose, phi, tau, ar_coeffs, ma_coeffs, p, q)
updateTBATSGMatrixupdateTBATSGMatrix(
g,
gamma_bold,
alpha,
beta,
k_vector,
gamma_one_v,
gamma_two_v
)
updateTBATSFMatrixupdateTBATSFMatrix(
F,
phi,
alpha,
beta,
gamma_bold,
ar_coeffs,
ma_coeffs,
p,
q,
tau
)
checkAdmissibilitycheckAdmissibility(
BoxCox_lambda,
bc_lower_bound,
bc_upper_bound,
phi,
ar_coeffs,
ma_coeffs,
D
)
calcLikelihoodTBATScalcLikelihoodTBATS(
params,
use_boxcox,
use_trend,
use_damped_trend,
use_arma_errors,
y,
y_trans,
seasonal_periods,
k_vector,
tau,
w_transpose,
F,
g,
gamma_bold,
x_nought,
x_nought_untransformed,
bc_lower_bound,
bc_upper_bound,
p,
q,
scale
)
tbats_model_generatortbats_model_generator(
y,
seasonal_periods,
k_vector,
use_boxcox,
bc_lower_bound,
bc_upper_bound,
use_trend,
use_damped_trend,
use_arma_errors,
ar_coeffs,
ma_coeffs
)
tbats_modeltbats_model(
y,
seasonal_periods,
k_vector,
use_boxcox,
bc_lower_bound,
bc_upper_bound,
use_trend,
use_damped_trend,
use_arma_errors
)
tbats_selectiontbats_selection(
y,
seasonal_periods,
use_boxcox,
bc_lower_bound,
bc_upper_bound,
use_trend,
use_damped_trend,
use_arma_errors
)
tbats_forecasttbats_forecast(mod, h)
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