Back to models
Forecaster

StatsForecastAutoTheta

API referenceSource
Categorical in XInsamplePred intPred int insample

Statsforecast AutoTheta estimator.

Quickstart

python
from sktime.forecasting.statsforecast import StatsForecastAutoTheta

estimator = StatsForecastAutoTheta(season_length: int=1, decomposition_type: str='multiplicative', model: str | None=None)

Parameters(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”

References

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