Struct AutoETS 

pub struct AutoETS { /* private fields */ }

Automatic exponential smoothing model search.

Implementations

impl AutoETS

pub fn new(season_length: usize, spec: String) -> PyResult<Self>

Create a new AutoETS model search instance.

Errors

If the spec string is invalid, this function returns an error.

pub fn fit(&mut self, y: PyReadonlyArrayDyn<'_, f64>) -> PyResult<()>

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

The model will be stored on the inner AutoETS instance, after which forecasts can be produced using its predict method.

Errors

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

pub fn predict(&self, horizon: usize, level: Option<f64>) -> PyResult<Forecast>

Predict the next horizon values using the best model, optionally including prediction intervals at the specified level.

level should be a float between 0 and 1 representing the confidence level.

Errors

This function will return an error if no model has been fit yet (using AutoETS::fit).

pub fn predict_in_sample(&self, level: Option<f64>) -> PyResult<Forecast>

Get the in-sample predictions for the model, optionally including prediction intervals at the specified level.

level should be a float between 0 and 1 representing the confidence level.

Errors

This function will return an error if no model has been fit yet (using AutoETS::fit).

Trait Implementations

impl Debug for AutoETS

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

Formats the value using the given formatter.

impl IntoPy<Py<PyAny>> for AutoETS

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PyClass for AutoETS

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for AutoETS

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type Layout = PyCell<AutoETS>

Layout

type BaseType = PyAny

Base class

type ThreadChecker = ThreadCheckerStub<AutoETS>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<AutoETS> for PyClassImplCollector<AutoETS>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a AutoETS

type Holder = Option<PyRef<'py, AutoETS>>

fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut AutoETS

type Holder = Option<PyRefMut<'py, AutoETS>>

fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

impl PyMethods<AutoETS> for PyClassImplCollector<AutoETS>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for AutoETS

const NAME: &'static str = "AutoETS"

Class name.

const MODULE: Option<&'static str> = ::core::option::Option::None

Module name, if any.

type AsRefTarget = PyCell<AutoETS>

Utility type to make Py::as_ref work.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> &PyType

Returns the safe abstraction over the type object.

fn is_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type.