Struct augurs_ets::AutoETS

pub struct AutoETS { /* private fields */ }

Automatic ETS model selection.

Implementations

impl AutoETS

pub fn new( season_length: usize, spec: impl TryInto<AutoSpec, Error = Error>, ) -> Result<Self, Error>

Create a new AutoETS model with the given period and model search specification string.

The specification string should be of the form XXX where the first character is the error component, the second is the trend component, and the third is the seasonal component. The possible values for each component are:

• N for no component
• A for additive
• M for multiplicative
• Z for automatic

Using Z for any component will cause the model to try all possible values for that component. For example, ZAZ will try all possible error and seasonal components, but only additive trend components.

Errors

An error will be returned if the specification string is not of the correct length or contains invalid characters.

pub fn from_spec(season_length: usize, spec: AutoSpec) -> Self

Create a new AutoETS model with the given period and model search specification.

pub fn season_length(&self) -> usize

Get the season length of the model.

pub fn spec(&self) -> AutoSpec

Get the search specification.

pub fn non_seasonal() -> Self

Create a new AutoETS model search without any seasonal components.

Equivalent to AutoETS::new(1, "ZZN").

pub fn damped(self, damped: bool) -> Result<Self, Error>

Fix the search to consider only damped or undamped trend.

pub fn alpha(self, alpha: f64) -> Self

Set the value of alpha to use when fitting the model.

See the docs for Params::alpha for more details on alpha.

pub fn beta(self, beta: f64) -> Self

Set the value of beta to use when fitting the model.

See the docs for Params::beta for more details on beta.

pub fn gamma(self, gamma: f64) -> Self

Set the value of gamma to use when fitting the model.

See the docs for Params::gamma for more details on gamma.

pub fn phi(self, phi: f64) -> Self

Set the value of phi to use when fitting the model.

See the docs for Params::phi for more details on phi.

pub fn allow_multiplicative_trend(self, allow: bool) -> Self

Include models with multiplicative trend during automatic model selection.

By default, models with multiplicative trend are excluded from the search space.

Trait Implementations

impl Clone for AutoETS

fn clone(&self) -> AutoETS

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AutoETS

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Fit for AutoETS

fn fit(&self, y: &[f64]) -> Result<Self::Fitted, Error>

Search for the best model, fitting it to the data.

The model is stored on the AutoETS struct and can be retrieved with the model method. It is also returned by this function.

Errors

If no model can be found, or if any parameters are invalid, this function returns an error.

type Fitted = FittedAutoETS

The type of the fitted model produced by the fit method.

type Error = Error

The type of error returned when fitting the model.