Model

class Model[source]

Bases: abc.ABC, etna.core.mixins.BaseMixin

Class for holding specific models - autoregression and simple regressions.

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts[, prediction_interval, quantiles])

Make predictions.
abstract fit(ts: etna.datasets.tsdataset.TSDataset) → etna.models.base.Model[source]

Fit model.

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataframe with features

Returns

Model after fit

Return type

etna.models.base.Model

abstract forecast(ts: etna.datasets.tsdataset.TSDataset, prediction_interval: bool = False, quantiles: Sequence[float] = (0.025, 0.975)) → etna.datasets.tsdataset.TSDataset[source]

Make predictions.

Parameters

  • ts (etna.datasets.tsdataset.TSDataset) – Dataframe with features

  • prediction_interval (bool) – If True returns prediction interval for forecast

  • quantiles (Sequence[float]) – Levels of prediction distribution. By default 2.5% and 97.5% taken to form a 95% prediction interval

Returns

Models result

Return type

TSDataset