LevelSSM

class LevelSSM

Bases: etna.models.nn.deepstate.state_space_model.SSM

Class for Level State Space Model.

Inherited-members

Methods

emission_coeff(datetime_index)	Emission coefficient matrix.
generate_datetime_index(timestamps)	Generate datetime index to use in the State Space Model.
innovation_coeff(datetime_index)	Innovation coefficient matrix.
latent_dim()	Dimension of the latent space.
set_params(**params)	Return new object instance with modified parameters.
to_dict()	Collect all information about etna object in dict.
transition_coeff(datetime_index)	Transition coefficient matrix.

emission_coeff(datetime_index: torch.Tensor) → torch.Tensor

Emission coefficient matrix.

Parameters

datetime_index (torch.Tensor) – Tensor with the index values. Values should be from 0 to seasonal period.

Returns

Emission coefficient matrix.

Return type

torch.Tensor

generate_datetime_index(timestamps: numpy.ndarray) → numpy.ndarray

Generate datetime index to use in the State Space Model.

Parameters

timestamps (numpy.ndarray) – Array with timestamps.

Returns

Datetime index for State Space Model.

Return type

numpy.ndarray

innovation_coeff(datetime_index: torch.Tensor) → torch.Tensor

Innovation coefficient matrix.

Parameters

datetime_index (torch.Tensor) – Tensor with the index values. Values should be from 0 to seasonal period.

Returns

Innovation coefficient matrix.

Return type

torch.Tensor

latent_dim() → int

Dimension of the latent space.

Returns

Dimension of the latent space.

Return type

int

transition_coeff(datetime_index: torch.Tensor) → torch.Tensor

Transition coefficient matrix.

Parameters

datetime_index (torch.Tensor) – Tensor with the index values. Values should be from 0 to seasonal period.

Returns

Transition coefficient matrix.

Return type

torch.Tensor