UpdateRefitsEvery

Refits periodically when update is called.

Quickstart

from sktime.forecasting.stream import UpdateRefitsEvery

estimator = UpdateRefitsEvery(forecaster, refit_interval=0, refit_window_size=None, refit_window_lag=0)

Parameters(4)

forecasteran sktime forecaster

the forecaster to be refit/updated regularly

refit_intervaldifference of sktime time indices (int or timedelta), optional

interval that needs to elapse after which the first update defaults to fit default = 0, i.e., always refits, never updates

• if index of y seen in fit is integer or y is index-free container type, refit_interval must be int, and is interpreted as difference of int location

• if index of y seen in fit is timestamp, must be int or pd.Timedelta

  • if pd.Timedelta, will be interpreted as time since last refit elapsed

  • if int, will be interpreted as number of time stamps seen since last refit

refit_window_sizedifference of sktime time indices (int or timedelta), optional

length of the data window to refit to in case update calls fit; default = inf, i.e., refits to entire training data seen so far

refit_window_lagdifference of sktime indices (int or timedelta), optional

lag of the data window to refit to, w.r.t. cutoff, in case update calls fit; default = 0, i.e., refit window ends with and includes cutoff

Examples

>>> from sktime.forecasting.trend import TrendForecaster
>>> from sktime.forecasting.stream import UpdateRefitsEvery
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> y0 = y. iloc [: - 20 ]
>>> y1 = y. iloc [- 20: - 10 ]
>>> y2 = y. iloc [- 10:]
>>> forecaster = TrendForecaster ()
>>> forecaster = UpdateRefitsEvery (forecaster, refit_interval = 12)
>>> forecaster. fit (y0, fh = [1, 2, 3 ]) UpdateRefitsEvery(
... )
>>> # predict etc could be called here
>>> # e.g., forecaster.predict()
>>> 
>>> # first update, 10 < refit_interval = 12, so calls update
>>> forecaster. update (y1) UpdateRefitsEvery(
... )
>>> # second update, 20 >= refit_interval = 12, so calls fit
>>> forecaster. update (y2) UpdateRefitsEvery(
... )