MovingAverageModel

class MovingAverageModel(window: int = 5)[source]

Bases: etna.models.seasonal_ma.SeasonalMovingAverageModel

MovingAverageModel averages previous series values to forecast future one.

\[y_{t} = \frac{\sum_{i=1}^{n} y_{t-i} }{n},\]

where \(n\) is window size.

Init MovingAverageModel.

Parameters

window (int) – number of history points to average

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts)

Make predictions.

get_model()

Get internal model.