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module statsforecast.theta


function initparamtheta

initparamtheta(
    initial_smoothed: float,
    alpha: float,
    theta: float,
    y: ndarray,
    modeltype: ModelType
)

function switch_theta

switch_theta(model: str) → ModelType

function optimize_theta_target_fn

optimize_theta_target_fn(
    init_par: dict[str, float],
    optimize_params: dict[str, bool],
    y: ndarray,
    modeltype: ModelType,
    nmse: int
)

function thetamodel

thetamodel(
    y: ndarray,
    m: int,
    modeltype: str,
    initial_smoothed: float,
    alpha: float,
    theta: float,
    nmse: int
)

function compute_pi_samples

compute_pi_samples(
    n,
    h,
    states,
    sigma,
    alpha,
    theta,
    mean_y,
    seed=0,
    n_samples=200
)

function forecast_theta

forecast_theta(obj, h, level=None)

function auto_theta

auto_theta(
    y,
    m,
    model=None,
    initial_smoothed=None,
    alpha=None,
    theta=None,
    nmse=3,
    decomposition_type='multiplicative'
)

function forward_theta

forward_theta(fitted_model, y)