latest
High Level:
Readme
Forecaster and MVForecaster Attributes
Forecasting Different Model Types
Classes:
Forecaster
MVForecaster
Pipeline
SeriesTransformer
AnomalyDetector
ChangepointDetector
Modules:
GridGenerator
auxmodels
multiseries
notebook
util
Examples:
https://scalecast-examples.readthedocs.io/en/latest/
ChangeLog:
Changelog
scalecast
Index
Edit on GitHub
Index
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B
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C
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D
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E
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F
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G
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I
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__init__() (src.scalecast.auxmodels.vecm method)
(src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
(src.scalecast.Pipeline.MVPipeline method)
(src.scalecast.Pipeline.Pipeline method)
(src.scalecast.Pipeline.Reverter method)
(src.scalecast.Pipeline.Transformer method)
(src.scalecast.SeriesTransformer.SeriesTransformer method)
_forecast_arima() (src.scalecast.Forecaster.Forecaster method)
_forecast_combo() (src.scalecast.Forecaster.Forecaster method)
_forecast_hwes() (src.scalecast.Forecaster.Forecaster method)
_forecast_lstm() (src.scalecast.Forecaster.Forecaster method)
_forecast_naive() (src.scalecast.Forecaster.Forecaster method)
_forecast_prophet() (src.scalecast.Forecaster.Forecaster method)
_forecast_rnn() (src.scalecast.Forecaster.Forecaster method)
_forecast_silverkite() (src.scalecast.Forecaster.Forecaster method)
_forecast_sklearn() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
_forecast_tbats() (src.scalecast.Forecaster.Forecaster method)
_forecast_theta() (src.scalecast.Forecaster.Forecaster method)
A
abias() (src.scalecast.util.metrics static method)
add_AR_terms() (src.scalecast.Forecaster.Forecaster method)
add_ar_terms() (src.scalecast.Forecaster.Forecaster method)
add_combo_regressors() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_covid19_regressor() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_cycle() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_exp_terms() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_lagged_terms() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_logged_terms() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_metric() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_optimizer_func() (src.scalecast.MVForecaster.MVForecaster method)
add_other_regressor() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_poly_terms() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_pt_terms() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_seasonal_regressors() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_series() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_signals() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_sklearn_estimator() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
add_time_trend() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
adf_test() (src.scalecast.Forecaster.Forecaster method)
adjust_anom() (src.scalecast.AnomalyDetector.AnomalyDetector method)
all_feature_info_to_excel() (src.scalecast.Forecaster.Forecaster method)
all_validation_grids_to_excel() (src.scalecast.Forecaster.Forecaster method)
AnomalyDetector (class in src.scalecast.AnomalyDetector)
auto_arima() (in module src.scalecast.auxmodels)
auto_forecast() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
auto_Xvar_select() (src.scalecast.Forecaster.Forecaster method)
B
backtest() (src.scalecast.Pipeline.MVPipeline method)
(src.scalecast.Pipeline.Pipeline method)
backtest_for_resid_matrix() (in module src.scalecast.util)
backtest_metrics() (in module src.scalecast.util)
bias() (src.scalecast.util.metrics static method)
break_mv_forecaster() (in module src.scalecast.util)
C
ChangepointDetector (class in src.scalecast.ChangepointDetector)
chop_from_back() (src.scalecast.Forecaster.Forecaster method)
chop_from_front() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
copy() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
corr() (src.scalecast.MVForecaster.MVForecaster method)
corr_lags() (src.scalecast.MVForecaster.MVForecaster method)
cross_validate() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
D
deepcopy() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
DeseasonRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
DeseasonTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
DetectCPBOCPD() (src.scalecast.ChangepointDetector.ChangepointDetector method)
DetectCPCUSUM() (src.scalecast.ChangepointDetector.ChangepointDetector method)
DetectCPCUSUM_sliding() (src.scalecast.ChangepointDetector.ChangepointDetector method)
determine_best_series_length() (src.scalecast.Forecaster.Forecaster method)
DetrendRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
DetrendTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
DiffRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
DiffTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
drop_all_Xvars() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
drop_regressors() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
drop_Xvars() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
E
EstimatorDetect() (src.scalecast.AnomalyDetector.AnomalyDetector method)
eval_cis() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
export() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
export_feature_importance() (src.scalecast.Forecaster.Forecaster method)
export_fitted_vals() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
export_model_summaries() (in module src.scalecast.multiseries)
export_summary_stats() (src.scalecast.Forecaster.Forecaster method)
export_validation_grid() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
export_Xvars_df() (src.scalecast.Forecaster.Forecaster method)
F
find_optimal_coint_rank() (in module src.scalecast.util)
find_optimal_lag_order() (in module src.scalecast.util)
find_optimal_transformation() (in module src.scalecast.util)
find_statistical_transformation() (in module src.scalecast.util)
fit_predict() (src.scalecast.Pipeline.MVPipeline method)
(src.scalecast.Pipeline.Pipeline method)
fit_transform() (src.scalecast.Pipeline.Reverter method)
(src.scalecast.Pipeline.Transformer method)
Forecaster (class in src.scalecast.Forecaster)
Forecaster_with_missing_vals() (in module src.scalecast.util)
G
gen_rnn_grid() (in module src.scalecast.util)
generate_future_dates() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
get_backtest_resid_matrix() (in module src.scalecast.util)
get_empty_grids() (in module src.scalecast.GridGenerator)
get_example_grids() (in module src.scalecast.GridGenerator)
get_freq() (src.scalecast.Forecaster.Forecaster method)
get_grids() (in module src.scalecast.GridGenerator)
get_mv_grids() (in module src.scalecast.GridGenerator)
get_regressor_names() (src.scalecast.Forecaster.Forecaster method)
I
infer_apply_Xvar_selection() (in module src.scalecast.util)
infer_freq() (src.scalecast.Forecaster.Forecaster method)
ingest_grid() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
ingest_Xvars_df() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
K
keep_smaller_history() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
keep_smallest_first_date() (in module src.scalecast.multiseries)
L
limit_grid_size() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
line_up_dates() (in module src.scalecast.multiseries)
load_tf_model() (src.scalecast.Forecaster.Forecaster method)
LogRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
LogTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
M
mae() (src.scalecast.util.metrics static method)
manual_forecast() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
mape() (src.scalecast.util.metrics static method)
mase() (src.scalecast.util.metrics static method)
metrics (class in src.scalecast.util)
MinMaxRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
MinMaxTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
mlp_stack() (in module src.scalecast.auxmodels)
MonteCarloDetect() (src.scalecast.AnomalyDetector.AnomalyDetector method)
MonteCarloDetect_sliding() (src.scalecast.AnomalyDetector.AnomalyDetector method)
mse() (src.scalecast.util.metrics static method)
msis() (src.scalecast.util.metrics static method)
MVForecaster (class in src.scalecast.MVForecaster)
MVPipeline (class in src.scalecast.Pipeline)
N
NaiveDetect() (src.scalecast.AnomalyDetector.AnomalyDetector method)
normality_test() (src.scalecast.Forecaster.Forecaster method)
O
order_fcsts() (src.scalecast.Forecaster.Forecaster method)
overwrite_forecast_intervals() (in module src.scalecast.util)
P
Pipeline (class in src.scalecast.Pipeline)
plot() (src.scalecast.ChangepointDetector.ChangepointDetector method)
(src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
plot_acf() (src.scalecast.Forecaster.Forecaster method)
plot_anom() (src.scalecast.AnomalyDetector.AnomalyDetector method)
plot_fitted() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
plot_mc_results() (src.scalecast.AnomalyDetector.AnomalyDetector method)
plot_pacf() (src.scalecast.Forecaster.Forecaster method)
plot_periodogram() (src.scalecast.Forecaster.Forecaster method)
plot_reduction_errors() (in module src.scalecast.util)
plot_test_set() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
pop() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
R
r2() (src.scalecast.util.metrics static method)
reduce_Xvars() (src.scalecast.Forecaster.Forecaster method)
restore_series_length() (src.scalecast.Forecaster.Forecaster method)
results_vis() (in module src.scalecast.notebook)
results_vis_mv() (in module src.scalecast.notebook)
Revert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
Reverter (class in src.scalecast.Pipeline)
rmse() (src.scalecast.util.metrics static method)
RobustScaleRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
RobustScaleTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
round() (src.scalecast.Forecaster.Forecaster method)
S
save_feature_importance() (src.scalecast.Forecaster.Forecaster method)
save_summary_stats() (src.scalecast.Forecaster.Forecaster method)
save_tf_model() (src.scalecast.Forecaster.Forecaster method)
ScaleRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
ScaleTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
seasonal_decompose() (src.scalecast.Forecaster.Forecaster method)
SeriesTransformer (class in src.scalecast.SeriesTransformer)
set_best_model() (src.scalecast.MVForecaster.MVForecaster method)
set_cilevel() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_estimator() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_grids_file() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_last_future_date() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_metrics() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_optimize_on() (src.scalecast.MVForecaster.MVForecaster method)
set_test_length() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_validation_length() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
set_validation_metric() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
smape() (src.scalecast.util.metrics static method)
SqrtRevert() (src.scalecast.SeriesTransformer.SeriesTransformer method)
SqrtTransform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
STL() (src.scalecast.Forecaster.Forecaster method)
T
test() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
transfer_cis() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
transfer_predict() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
Transform() (src.scalecast.SeriesTransformer.SeriesTransformer method)
Transformer (class in src.scalecast.Pipeline)
tune() (src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
tune_test_forecast() (in module src.scalecast.notebook)
(src.scalecast.Forecaster.Forecaster method)
(src.scalecast.MVForecaster.MVForecaster method)
V
validate_regressor_names() (src.scalecast.Forecaster.Forecaster method)
vecm (class in src.scalecast.auxmodels)
W
WriteAnomtoXvars() (src.scalecast.AnomalyDetector.AnomalyDetector method)
WriteCPtoXvars() (src.scalecast.ChangepointDetector.ChangepointDetector method)
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