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StatsForecastAutoCES

API referenceSource
Categorical in XInsamplePred intPred int insample

StatsForecast Complex Exponential Smoothing model.

Quickstart

python
from sktime.forecasting.statsforecast import StatsForecastAutoCES

estimator = StatsForecastAutoCES(season_length: int=1, model: str='Z')

Parameters(2)

season_lengthint, optional (default=1)
Number of observations per unit of time. Ex: 24 Hourly data.
modelstr, optional (default=”Z”)
Controlling state-space-equations.

References

  1. [1 ] https://nixtlaverse.nixtla.io/statsforecast/src/core/models.html#autoces