ForeTiS.model.sarimax

Module Contents

Classes

Arima

Implementation of a class for a (Seasonal) Autoregressive Integrated Moving Average with eXogenous factors ((S)ARIMAX) model.
class ForeTiS.model.sarimax.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 with eXogenous factors ((S)ARIMAX) 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