ForeTiS.model.sarima

Module Contents

Classes

Arima

Implementation of a class for a (Seasonal) Autoregressive Integrated Moving Average ((S)ARIMA) model.
class ForeTiS.model.sarima.Arima(optuna_trial, datasets, featureset_name, optimize_featureset, current_model_name=None, target_column=None, pca_transform=None)

Bases: ForeTiS.model._stat_model.StatModel

Implementation of a class for a (Seasonal) Autoregressive Integrated Moving Average ((S)ARIMA) model. See BaseModel for more information on the attributes.

Parameters:

  • optuna_trial (optuna.trial.Trial)

  • datasets (list)

  • featureset_name (str)

  • optimize_featureset (bool)

  • current_model_name (str)

  • target_column (str)

  • pca_transform (bool)

define_model()

Definition of the actual prediction model.

See BaseModel for more information.

Return type:

pmdarima.ARIMA

define_hyperparams_to_tune()

See BaseModel for more information on the format.

Return type:

dict