_AutoThetaAdapter

class _AutoThetaAdapter(season_length: int = 1, decomposition_type: str = 'multiplicative', model: Optional[str] = None)[source]

Bases: etna.models.statsforecast._StatsForecastBaseAdapter

Adapter for statsforecast.models.AutoTheta.

Init model with given params.

Parameters

  • season_length (int) – Number of observations per unit of time. Ex: 24 Hourly data.

  • decomposition_type (str) – Sesonal decomposition type, ‘multiplicative’ (default) or ‘additive’.

  • model (Optional[str]) – Controlling Theta Model. By default searches the best model.

Inherited-members

Methods

fit(df, regressors)

Fit statsforecast adapter.

forecast(df[, prediction_interval, quantiles])

Compute predictions on future data from a statsforecast model.

forecast_components(df)

Estimate forecast components.

get_model()

Get statsforecast model that is used inside etna class.

predict(df[, prediction_interval, quantiles])

Compute in-sample predictions from a statsforecast model.

predict_components(df)

Estimate prediction components.