LinearMultiSegmentModel

class LinearMultiSegmentModel(fit_intercept: bool = True, normalize: bool = False, **kwargs)[source]

Bases: etna.models.sklearn.SklearnMultiSegmentModel

Class holding sklearn.linear_model.LinearRegression for all segments.

Create instance of LinearModel with given parameters.

Parameters

  • fit_intercept (bool) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).

  • normalize (bool) – This parameter is ignored when fit_intercept is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm.

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts)

Make predictions.

get_model()

Get internal model that is used inside etna class.