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module statsforecast.tbats

Global Variables

  • CACHE
  • NOGIL

function find_harmonics

find_harmonics(y, m)

function initial_parameters

initial_parameters(k_vector, use_trend, use_damped_trend, ar_coeffs, ma_coeffs)

function makeXMatrix

makeXMatrix(b, s_vector, d_vector, epsilon_vector)

function findPQ

findPQ(ar_coeffs, ma_coeffs)

function makeTBATSWMatrix

makeTBATSWMatrix(phi, k_vector, ar_coeffs, ma_coeffs, tau)

function makeTBATSGMatrix

makeTBATSGMatrix(
    k_vector,
    alpha,
    adj_beta,
    beta,
    gamma_one_v,
    gamma_two_v,
    p,
    q,
    tau
)

function extract_params

extract_params(
    params,
    use_boxcox,
    use_trend,
    use_damped_trend,
    use_arma_errors,
    seasonal_periods,
    p,
    q
)

function updateTBATSWMatrix

updateTBATSWMatrix(w_transpose, phi, tau, ar_coeffs, ma_coeffs, p, q)

function updateTBATSGMatrix

updateTBATSGMatrix(
    g,
    gamma_bold,
    alpha,
    beta,
    k_vector,
    gamma_one_v,
    gamma_two_v
)

function updateTBATSFMatrix

updateTBATSFMatrix(
    F,
    phi,
    alpha,
    beta,
    gamma_bold,
    ar_coeffs,
    ma_coeffs,
    p,
    q,
    tau
)

function checkAdmissibility

checkAdmissibility(
    BoxCox_lambda,
    bc_lower_bound,
    bc_upper_bound,
    phi,
    ar_coeffs,
    ma_coeffs,
    D
)

function calcLikelihoodTBATS

calcLikelihoodTBATS(
    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
)

function tbats_model_generator

tbats_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
)

function tbats_model

tbats_model(
    y,
    seasonal_periods,
    k_vector,
    use_boxcox,
    bc_lower_bound,
    bc_upper_bound,
    use_trend,
    use_damped_trend,
    use_arma_errors
)

function tbats_selection

tbats_selection(
    y,
    seasonal_periods,
    use_boxcox,
    bc_lower_bound,
    bc_upper_bound,
    use_trend,
    use_damped_trend,
    use_arma_errors
)

function tbats_forecast

tbats_forecast(mod, h)