SeasonalMovingAverageModel

class SeasonalMovingAverageModel(window: int = 5, seasonality: int = 7)[source]

Bases: etna.models.base.PerSegmentModel

Seasonal moving average.

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

where \(s\) is seasonality, \(n\) is window size (how many history values are taken for forecast).

Initialize seasonal moving average model.

Length of remembered tail of series is window * seasonality.

Parameters

  • window (int) – Number of values taken for forecast for each point.

  • seasonality (int) – Lag between values taken for forecast.

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts)

Make predictions.

get_model()

Get internal model.
get_model() → Dict[str, etna.models.seasonal_ma.SeasonalMovingAverageModel][source]

Get internal model.

Returns

Internal model

Return type

Dict[str, etna.models.seasonal_ma.SeasonalMovingAverageModel]