Index

_

__init__() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

A

add_AR_terms() (scalecast.Forecaster.Forecaster method) add_ar_terms() (scalecast.Forecaster.Forecaster method) add_combo_regressors() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_covid19_regressor() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_cycle() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_exp_terms() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_lagged_terms() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_logged_terms() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_normalizer() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_optimizer_func() (scalecast.MVForecaster.MVForecaster method) add_other_regressor() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_poly_terms() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

add_pt_terms() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_seasonal_regressors() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_series() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_signals() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_sklearn_estimator() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) add_time_trend() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) adf_test() (scalecast.Forecaster.Forecaster method) all_feature_info_to_excel() (scalecast.Forecaster.Forecaster method) all_validation_grids_to_excel() (scalecast.Forecaster.Forecaster method) ARIMA (class in scalecast.models) auto_arima() (in module scalecast.auxmodels) auto_forecast() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) auto_Xvar_select() (scalecast.Forecaster.Forecaster method)

B

backtest() (scalecast.Pipeline.MVPipeline method) (scalecast.Pipeline.Pipeline method)

backtest_for_resid_matrix() (in module scalecast.util) backtest_metrics() (in module scalecast.util) break_mv_forecaster() (in module scalecast.util)

C

chop_from_back() (scalecast.Forecaster.Forecaster method) chop_from_front() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) Combo (class in scalecast.models) copy() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

corr() (scalecast.MVForecaster.MVForecaster method) corr_lags() (scalecast.MVForecaster.MVForecaster method) cross_validate() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

D

DeseasonRevert() (scalecast.SeriesTransformer.SeriesTransformer method) DeseasonTransform() (scalecast.SeriesTransformer.SeriesTransformer method) determine_best_series_length() (scalecast.Forecaster.Forecaster method) determine_if_MVForecaster() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) DetrendRevert() (scalecast.SeriesTransformer.SeriesTransformer method) DetrendTransform() (scalecast.SeriesTransformer.SeriesTransformer method)

DiffRevert() (scalecast.SeriesTransformer.SeriesTransformer method) DiffTransform() (scalecast.SeriesTransformer.SeriesTransformer method) drop_all_Xvars() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) drop_regressors() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) drop_Xvars() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

E

eval_cis() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) export() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) export_feature_importance() (scalecast.Forecaster.Forecaster method)

export_fitted_vals() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) export_model_summaries() (in module scalecast.multiseries) export_validation_grid() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) export_Xvars_df() (scalecast.Forecaster.Forecaster method)

F

find_optimal_coint_rank() (in module scalecast.util) find_optimal_lag_order() (in module scalecast.util) find_optimal_transformation() (in module scalecast.util) find_statistical_transformation() (in module scalecast.util) fit() (scalecast.Forecaster.Forecaster method) (scalecast.models.ARIMA method) (scalecast.models.Combo method) (scalecast.models.HWES method) (scalecast.models.LSTM method) (scalecast.models.Naive method) (scalecast.models.Prophet method) (scalecast.models.RNN method) (scalecast.models.SKLearnMV method) (scalecast.models.SKLearnUni method) (scalecast.models.TBATS method) (scalecast.models.Theta method) (scalecast.models.VECM method) (scalecast.MVForecaster.MVForecaster method)

fit_predict() (scalecast.models.ARIMA method) (scalecast.models.Combo method) (scalecast.models.HWES method) (scalecast.models.LSTM method) (scalecast.models.Naive method) (scalecast.models.Prophet method) (scalecast.models.RNN method) (scalecast.models.SKLearnMV method) (scalecast.models.SKLearnUni method) (scalecast.models.TBATS method) (scalecast.models.Theta method) (scalecast.models.VECM method) (scalecast.Pipeline.MVPipeline method) (scalecast.Pipeline.Pipeline method) fit_transform() (scalecast.Pipeline.Reverter method) (scalecast.Pipeline.Transformer method) Forecaster (class in scalecast.Forecaster) Forecaster_with_missing_vals() (in module scalecast.util)

G

gen_rnn_grid() (in module scalecast.util) generate_current_X() (scalecast.models.ARIMA method) (scalecast.models.Combo method) (scalecast.models.HWES method) (scalecast.models.LSTM method) (scalecast.models.Naive method) (scalecast.models.Prophet method) (scalecast.models.RNN method) (scalecast.models.SKLearnMV method) (scalecast.models.SKLearnUni method) (scalecast.models.TBATS method) (scalecast.models.Theta method) (scalecast.models.VECM method) generate_future_dates() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) generate_future_X() (scalecast.models.ARIMA method) (scalecast.models.Combo method) (scalecast.models.HWES method) (scalecast.models.LSTM method) (scalecast.models.Naive method) (scalecast.models.Prophet method) (scalecast.models.RNN method) (scalecast.models.SKLearnMV method) (scalecast.models.SKLearnUni method) (scalecast.models.TBATS method) (scalecast.models.Theta method) (scalecast.models.VECM method)

get_backtest_resid_matrix() (in module scalecast.util) get_empty_grids() (in module scalecast.GridGenerator) get_example_grids() (in module scalecast.GridGenerator) get_freq() (scalecast.Forecaster.Forecaster method) get_grids() (in module scalecast.GridGenerator) get_max_lag_order() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) get_mv_grids() (in module scalecast.GridGenerator) get_regressor_names() (scalecast.Forecaster.Forecaster method)

H

HWES (class in scalecast.models)

I

infer_apply_Xvar_selection() (in module scalecast.util) infer_freq() (scalecast.Forecaster.Forecaster method) ingest_grid() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

ingest_Xvars_df() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) init_estimator() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

K

keep_smaller_history() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

keep_smallest_first_date() (in module scalecast.multiseries)

L

limit_grid_size() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) line_up_dates() (in module scalecast.multiseries) list_stored_ar_terms() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

LogRevert() (scalecast.SeriesTransformer.SeriesTransformer method) LogTransform() (scalecast.SeriesTransformer.SeriesTransformer method) lookup_normalizer() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) LSTM (class in scalecast.models)

M

manual_forecast() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) metrics (in module scalecast.util) MinMaxRevert() (scalecast.SeriesTransformer.SeriesTransformer method)

MinMaxTransform() (scalecast.SeriesTransformer.SeriesTransformer method) mlp_stack() (in module scalecast.auxmodels) MVForecaster (class in scalecast.MVForecaster) MVPipeline (class in scalecast.Pipeline)

N

n_actuals() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

Naive (class in scalecast.models) normality_test() (scalecast.Forecaster.Forecaster method)

O

order_fcsts() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

overwrite_forecast_intervals() (in module scalecast.util)

P

parse_determine_best_by() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) parse_labeled_metrics() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) Pipeline (class in scalecast.Pipeline) plot() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) plot_acf() (scalecast.Forecaster.Forecaster method) plot_fitted() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) plot_pacf() (scalecast.Forecaster.Forecaster method) plot_periodogram() (scalecast.Forecaster.Forecaster method) plot_reduction_errors() (in module scalecast.util) plot_test_set() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) pop() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

predict() (scalecast.Forecaster.Forecaster method) (scalecast.models.ARIMA method) (scalecast.models.Combo method) (scalecast.models.HWES method) (scalecast.models.LSTM method) (scalecast.models.Naive method) (scalecast.models.Prophet method) (scalecast.models.RNN method) (scalecast.models.SKLearnMV method) (scalecast.models.SKLearnUni method) (scalecast.models.TBATS method) (scalecast.models.Theta method) (scalecast.models.VECM method) (scalecast.MVForecaster.MVForecaster method) predict_fitted_vals() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) Prophet (class in scalecast.models)

R

reduce_Xvars() (scalecast.Forecaster.Forecaster method) restore_series_length() (scalecast.Forecaster.Forecaster method) results_vis() (in module scalecast.notebook) results_vis_mv() (in module scalecast.notebook) Revert() (scalecast.SeriesTransformer.SeriesTransformer method)

Reverter (class in scalecast.Pipeline) RNN (class in scalecast.models) RobustScaleRevert() (scalecast.SeriesTransformer.SeriesTransformer method) RobustScaleTransform() (scalecast.SeriesTransformer.SeriesTransformer method) round() (scalecast.Forecaster.Forecaster method)

S

save_feature_importance() (scalecast.Forecaster.Forecaster method) ScaleRevert() (scalecast.SeriesTransformer.SeriesTransformer method) ScaleTransform() (scalecast.SeriesTransformer.SeriesTransformer method) seasonal_decompose() (scalecast.Forecaster.Forecaster method) SeriesTransformer (class in scalecast.SeriesTransformer) set_best_model() (scalecast.MVForecaster.MVForecaster method) set_cilevel() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) set_estimator() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) set_grids_file() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) set_last_future_date() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

set_metrics() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) set_optimize_on() (scalecast.MVForecaster.MVForecaster method) set_test_length() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) set_validation_length() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) set_validation_metric() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) SKLearnMV (class in scalecast.models) SKLearnUni (class in scalecast.models) SqrtRevert() (scalecast.SeriesTransformer.SeriesTransformer method) SqrtTransform() (scalecast.SeriesTransformer.SeriesTransformer method) STL() (scalecast.Forecaster.Forecaster method) synthesize_models() (scalecast.Forecaster.Forecaster method)

T

TBATS (class in scalecast.models) test() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) Theta (class in scalecast.models) transfer_cis() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) transfer_predict() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

Transform() (scalecast.SeriesTransformer.SeriesTransformer method) Transformer (class in scalecast.Pipeline) tune() (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method) tune_test_forecast() (in module scalecast.notebook) (scalecast.Forecaster.Forecaster method) (scalecast.MVForecaster.MVForecaster method)

V

validate_regressor_names() (scalecast.Forecaster.Forecaster method)

VECM (class in scalecast.models)