Forecaster
StatsForecastAutoTheta
Statsforecast AutoTheta estimator.
Direct interface to statsforecast.models.AutoTheta by Nixtla.
This estimator directly interfaces AutoTheta, from statsforecast [1] by Nixtla.
AutoTheta model automatically selects the best Theta (Standard Theta Model (“STM”), Optimized Theta Model (“OTM”), Dynamic Standard Theta Model (“DSTM”), Dynamic Optimized Theta Model (“DOTM”)) model using mse.
Schnellstart
python
from sktime.forecasting.statsforecast import StatsForecastAutoTheta
estimator = StatsForecastAutoTheta(season_length: int=1, decomposition_type: str='multiplicative', model: str | None=None)Parameter(3)
- season_lengthint, optional, default=1
- number of observations per unit of time (e.g. 24 for hourly data), by default 1
- decomposition_typestr, optional, default=”multiplicative”
- possible values: “additive”, “multiplicative” type of seasonal decomposition, by default “multiplicative”
- modelOptional[str], optional
- controlling Theta Model, by default searches the best model possible values: “STM”, “OTM”, “DSTM”, “DOTM”