Index

A

AlignLastDiff (class in autots.tools.transform) AlignLastValue (class in autots.tools.transform) analyze_trend() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) anomalies (autots.Cassandra..anomaly_detector attribute) (autots.models.cassandra.Cassandra..anomaly_detector attribute) anomaly_df_to_holidays() (in module autots.tools.anomaly_utils) anomaly_new_params() (in module autots.tools.anomaly_utils) AnomalyDetector (class in autots) (class in autots.evaluator.anomaly_detector) AnomalyRemoval (class in autots.tools.transform) apply_beta_threshold() (autots.models.basics.TVVAR method) apply_constraint_single() (in module autots.tools.constraint) apply_constraints() (autots.models.base.PredictionObject method), [1] (in module autots.models.base) apply_fir_filter_time_domain() (in module autots.tools.fir_filter) apply_fir_filter_to_timeseries() (in module autots.tools.fir_filter) apply_fit_constraint() (in module autots.tools.constraint) ARCH (class in autots.models.arch) ARDL (class in autots.models.statsmodels) ARIMA (class in autots.models.statsmodels) arima_seek_the_oracle() (in module autots.models.statsmodels) array_last_val() (in module autots.evaluator.metrics) auto_fit() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) auto_model_list() (in module autots.models.model_list) autoshape() (in module autots.tools.fast_kalman) autots module AutoTS (class in autots) (class in autots.evaluator.auto_ts) autots.datasets module autots.datasets.fred module autots.evaluator module autots.evaluator.anomaly_detector module autots.evaluator.auto_model module autots.evaluator.auto_ts module autots.evaluator.benchmark module autots.evaluator.event_forecasting module autots.evaluator.metrics module autots.evaluator.validation module autots.models module autots.models.arch module autots.models.base module autots.models.basics module autots.models.cassandra module autots.models.dnn module autots.models.ensemble module autots.models.gluonts module autots.models.greykite module autots.models.matrix_var module

autots.models.mlensemble module autots.models.model_list module autots.models.neural_forecast module autots.models.prophet module autots.models.pytorch module autots.models.sklearn module autots.models.statsmodels module autots.models.tfp module autots.models.tide module autots.templates module autots.templates.general module autots.tools module autots.tools.anomaly_utils module autots.tools.calendar module autots.tools.cointegration module autots.tools.constraint module autots.tools.cpu_count module autots.tools.fast_kalman module autots.tools.fft module autots.tools.fir_filter module autots.tools.hierarchial module autots.tools.holiday module autots.tools.impute module autots.tools.lunar module autots.tools.percentile module autots.tools.probabilistic module autots.tools.profile module autots.tools.regressor module autots.tools.seasonal module autots.tools.shaping module autots.tools.thresholding module autots.tools.transform module autots.tools.wavelet module autots.tools.window_functions module AverageValueNaive (class in autots.models.basics)

B

back_forecast() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) (in module autots.evaluator.auto_model) BallTreeMultivariateMotif (class in autots.models.basics) base_scaler() (autots.Cassandra method) (autots.models.basics.BasicLinearModel method) (autots.models.cassandra.Cassandra method) (autots.models.sklearn.MultivariateRegression method) basic_profile() (autots.models.base.ModelObject method) BasicLinearModel (class in autots.models.basics) BayesianMultiOutputRegression (class in autots.models.cassandra) Benchmark (class in autots.evaluator.benchmark) best_model (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) best_model_ensemble (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute)

best_model_name (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) best_model_params (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) best_model_per_series_mape() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) best_model_per_series_score() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) best_model_transformation_params (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) BestNEnsemble() (in module autots.models.ensemble) biased_ffill() (in module autots.tools.impute) BKBandpassFilter (class in autots.tools.transform) bkfilter() (autots.tools.transform.StatsmodelsFilter method) bkfilter_st() (in module autots.tools.transform) BTCD (class in autots.tools.transform) btcd_decompose() (in module autots.tools.cointegration)

C

calculate_peak_density() (in module autots.models.base) Cassandra (class in autots) (class in autots.models.cassandra) CenterLastValue (class in autots.tools.transform) CenterSplit (class in autots.tools.transform) cffilter() (autots.tools.transform.StatsmodelsFilter method) changepoint_fcst_from_last_row() (in module autots.tools.seasonal) ChangepointDetrend (class in autots.tools.transform) chi_squared_hist_distribution_loss() (in module autots.evaluator.metrics) chunk_reshape() (in module autots.tools.window_functions) clean_regressor() (in module autots.models.cassandra) clean_weights() (in module autots.tools.shaping) clip_outliers() (in module autots.tools.transform) ClipOutliers (class in autots.tools.transform) coefficient_summary() (autots.models.basics.BasicLinearModel method) coint_johansen() (in module autots.tools.cointegration) Cointegration (class in autots.tools.transform) compare_actual_components() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) compare_to_epsilon() (autots.tools.thresholding.NonparametricThreshold method) ComponentAnalysis (class in autots.models.sklearn) compute() (autots.tools.fast_kalman.KalmanFilter method) concat() (autots.evaluator.auto_model.TemplateEvalObject method) conj_grad_w() (in module autots.models.matrix_var) conj_grad_x() (in module autots.models.matrix_var) consecutive_groups() (in module autots.tools.thresholding) constant_growth_rate() (in module autots.tools.constraint) ConstantNaive (class in autots.models.basics) Constraint (class in autots.tools.transform) constraint_new_params() (in module autots.tools.constraint) containment() (in module autots.evaluator.metrics) continuous_db2_wavelet() (in module autots.tools.wavelet) contour() (in module autots.evaluator.metrics) convolution_filter() (autots.tools.transform.StatsmodelsFilter method) cost_function() (autots.models.basics.KalmanStateSpace method) cost_function_dwae() (in module autots.models.cassandra) cost_function_l1() (in module autots.models.cassandra)

cost_function_l1_positive() (in module autots.models.cassandra) cost_function_l2() (in module autots.models.cassandra) cost_function_quantile() (in module autots.models.cassandra) cpu_count() (in module autots.tools.cpu_count) create_changepoint_features() (in module autots.tools.seasonal) create_datepart_components() (in module autots.tools.seasonal) create_dates_df() (in module autots.tools.anomaly_utils) create_daubechies_db2_wavelet() (in module autots.tools.wavelet) create_feature() (in module autots.models.mlensemble) create_forecast_index() (autots.Cassandra method) (autots.models.base.ModelObject method) (autots.models.cassandra.Cassandra method) (in module autots.models.base) create_gaussian_wavelet() (in module autots.tools.wavelet) create_haar_wavelet() (in module autots.tools.wavelet) create_lagged_regressor() (in module autots) (in module autots.tools.regressor) create_mexican_hat_wavelet() (in module autots.tools.wavelet) create_model_id() (in module autots.evaluator.auto_model) create_morlet_wavelet() (in module autots.tools.wavelet) create_narrowing_wavelets() (in module autots.tools.wavelet) create_real_morlet_wavelet() (in module autots.tools.wavelet) create_regressor() (in module autots) (in module autots.tools.regressor) create_seaborn_palette_from_cmap() (in module autots.models.base) create_seasonality_feature() (in module autots.tools.seasonal) create_t() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) (in module autots.models.cassandra) create_unpredictability_score() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) (in module autots.models.ensemble) create_VAR_features() (autots.models.basics.TVVAR method) create_wavelet() (in module autots.tools.wavelet) create_x() (autots.models.basics.BasicLinearModel method) cross_validate() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) CumSumTransformer (class in autots.tools.transform)

D

data_profile() (in module autots.tools.profile) date_part() (in module autots.tools.seasonal) DatepartRegression (class in autots.models.sklearn) (in module autots.tools.transform) DatepartRegressionTransformer (class in autots.tools.transform) dates_to_holidays() (autots.Cassandra.holiday_detector method) (autots.evaluator.anomaly_detector.HolidayDetector method) (autots.HolidayDetector method) (autots.models.cassandra.Cassandra.holiday_detector method) (autots.tools.transform.HolidayTransformer method) (in module autots.tools.anomaly_utils) dcos() (in module autots.tools.lunar) ddot() (in module autots.tools.fast_kalman) ddot_t_right() (in module autots.tools.fast_kalman) ddot_t_right_old() (in module autots.tools.fast_kalman) default_scaler() (in module autots.evaluator.metrics) detect() (autots.AnomalyDetector method) (autots.evaluator.anomaly_detector.AnomalyDetector method) (autots.evaluator.anomaly_detector.HolidayDetector method) (autots.HolidayDetector method) detect_anomalies() (in module autots.tools.anomaly_utils)

Detrend (class in autots.tools.transform) df_cleanup() (in module autots.tools.shaping) df_wide_numeric (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) diagnose_params() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) dict_recombination() (in module autots.evaluator.auto_model) DifferencedTransformer (class in autots.tools.transform) DiffSmoother (class in autots.tools.transform) dinv() (in module autots.tools.fast_kalman) Discretize (class in autots.tools.transform) DistEnsemble() (in module autots.models.ensemble) DMD (class in autots.models.matrix_var) dmd() (in module autots.models.matrix_var) dmd4cast() (in module autots.models.matrix_var) dmd_forecast() (in module autots.models.matrix_var) douter() (in module autots.tools.fast_kalman) dsin() (in module autots.tools.lunar) dwae() (in module autots.evaluator.metrics) DynamicFactor (class in autots.models.statsmodels) DynamicFactorMQ (class in autots.models.statsmodels)

E

ElasticNetwork (class in autots.models.dnn) ell_w() (in module autots.models.matrix_var) ell_x() (in module autots.models.matrix_var) em() (autots.tools.fast_kalman.KalmanFilter method) em_initial_state() (in module autots.tools.fast_kalman) em_observation_noise() (autots.tools.fast_kalman.KalmanFilter method) em_process_noise() (autots.tools.fast_kalman.KalmanFilter method) empty() (autots.tools.fast_kalman.Gaussian static method) empty_scaler() (autots.models.basics.TVVAR method) EmptyTransformer (class in autots.tools.transform) EnsembleForecast() (in module autots.models.ensemble) EnsembleTemplateGenerator() (in module autots.models.ensemble) ensure_matrix() (in module autots.tools.fast_kalman) ensure_stability() (in module autots.tools.fast_kalman) error_correlations() (in module autots.evaluator.auto_ts) ETS (class in autots.models.statsmodels)

evaluate() (autots.models.base.PredictionObject method), [1] EventRiskForecast (class in autots) (class in autots.evaluator.event_forecasting) EWMAFilter (class in autots.tools.transform) expand_horizontal() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) exponential_decay() (in module autots.tools.transform) export_best_model() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) export_template() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) extract_ensemble_runtimes() (autots.models.base.PredictionObject method) extract_result_windows() (in module autots.evaluator.event_forecasting) extract_seasonal_val_periods() (in module autots.evaluator.validation) extract_single_series_from_horz() (in module autots.models.base) extract_single_transformer() (in module autots.models.base) extract_window_index() (in module autots.evaluator.event_forecasting)

F

failure_rate() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) fake_date_fill() (in module autots.tools.impute) fake_date_fill_old() (in module autots.tools.impute) fake_regressor() (in module autots.evaluator.auto_ts) FastICA (class in autots.tools.transform) FBProphet (class in autots.models.prophet) feature_importance() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) FFT (class in autots.models.basics) (class in autots.tools.fft) fft_fir_filter_to_timeseries() (in module autots.tools.fir_filter) FFTDecomposition (class in autots.tools.transform) FFTFilter (class in autots.tools.transform) fill_forward() (in module autots.tools.impute) fill_forward_alt() (in module autots.tools.impute) fill_mean() (in module autots.tools.impute) fill_mean_old() (in module autots.tools.impute) fill_median() (in module autots.tools.impute) fill_median_old() (in module autots.tools.impute) fill_na() (autots.GeneralTransformer method) (autots.tools.transform.GeneralTransformer method) fill_one() (in module autots.tools.impute) fill_zero() (in module autots.tools.impute) FillNA() (in module autots.tools.impute) fillna_np() (in module autots.tools.impute) filter() (autots.tools.transform.BKBandpassFilter method) (autots.tools.transform.FIRFilter method) find_centerpoint() (autots.tools.transform.AlignLastValue static method) find_epsilon() (autots.tools.thresholding.NonparametricThreshold method) find_pattern() (in module autots.models.ensemble) FIRFilter (class in autots.tools.transform) fit() (autots.AnomalyDetector method) (autots.AutoTS method) (autots.Cassandra method), [1] (autots.evaluator.anomaly_detector.AnomalyDetector method) (autots.evaluator.anomaly_detector.HolidayDetector method) (autots.evaluator.auto_model.ModelPrediction method) (autots.evaluator.auto_ts.AutoTS method) (autots.evaluator.event_forecasting.EventRiskForecast method), [1] (autots.EventRiskForecast method), [1] (autots.GeneralTransformer method) (autots.HolidayDetector method) (autots.ModelPrediction method) (autots.models.arch.ARCH method) (autots.models.basics.AverageValueNaive method) (autots.models.basics.BallTreeMultivariateMotif method) (autots.models.basics.BasicLinearModel method) (autots.models.basics.ConstantNaive method) (autots.models.basics.FFT method) (autots.models.basics.KalmanStateSpace method) (autots.models.basics.LastValueNaive method) (autots.models.basics.MetricMotif method) (autots.models.basics.Motif method) (autots.models.basics.MotifSimulation method) (autots.models.basics.NVAR method) (autots.models.basics.SeasonalityMotif method) (autots.models.basics.SeasonalNaive method) (autots.models.basics.SectionalMotif method) (autots.models.basics.TVVAR method) (autots.models.cassandra.BayesianMultiOutputRegression method) (autots.models.cassandra.Cassandra method), [1] (autots.models.dnn.ElasticNetwork method) (autots.models.dnn.KerasRNN method) (autots.models.dnn.Transformer method) (autots.models.gluonts.GluonTS method) (autots.models.greykite.Greykite method) (autots.models.matrix_var.DMD method) (autots.models.matrix_var.LATC method) (autots.models.matrix_var.MAR method) (autots.models.matrix_var.RRVAR method) (autots.models.matrix_var.TMF method) (autots.models.mlensemble.MLEnsemble method) (autots.models.neural_forecast.NeuralForecast method) (autots.models.prophet.FBProphet method) (autots.models.prophet.NeuralProphet method) (autots.models.pytorch.PytorchForecasting method) (autots.models.sklearn.ComponentAnalysis method) (autots.models.sklearn.DatepartRegression method) (autots.models.sklearn.MultivariateRegression method) (autots.models.sklearn.PreprocessingRegression method) (autots.models.sklearn.RandomFourierEncoding method) (autots.models.sklearn.RollingRegression method) (autots.models.sklearn.UnivariateRegression method) (autots.models.sklearn.VectorizedMultiOutputGPR method) (autots.models.sklearn.WindowRegression method) (autots.models.statsmodels.ARDL method) (autots.models.statsmodels.ARIMA method) (autots.models.statsmodels.DynamicFactor method) (autots.models.statsmodels.DynamicFactorMQ method) (autots.models.statsmodels.ETS method) (autots.models.statsmodels.GLM method) (autots.models.statsmodels.GLS method) (autots.models.statsmodels.Theta method) (autots.models.statsmodels.UnobservedComponents method) (autots.models.statsmodels.VAR method) (autots.models.statsmodels.VARMAX method) (autots.models.statsmodels.VECM method) (autots.models.tfp.TensorflowSTS method) (autots.models.tfp.TFPRegression method) (autots.models.tfp.TFPRegressor method) (autots.models.tide.TiDE method) (autots.tools.fft.FFT method) (autots.tools.hierarchial.hierarchial method) (autots.tools.shaping.NumericTransformer method) (autots.tools.transform.AlignLastDiff method) (autots.tools.transform.AlignLastValue method) (autots.tools.transform.AnomalyRemoval method) (autots.tools.transform.BKBandpassFilter method) (autots.tools.transform.BTCD method) (autots.tools.transform.CenterLastValue method) (autots.tools.transform.CenterSplit method) (autots.tools.transform.ChangepointDetrend method) (autots.tools.transform.ClipOutliers method) (autots.tools.transform.Cointegration method) (autots.tools.transform.Constraint method) (autots.tools.transform.CumSumTransformer method) (autots.tools.transform.DatepartRegressionTransformer method) (autots.tools.transform.Detrend method) (autots.tools.transform.DifferencedTransformer method) (autots.tools.transform.DiffSmoother method) (autots.tools.transform.Discretize method) (autots.tools.transform.EmptyTransformer method) (autots.tools.transform.FastICA method) (autots.tools.transform.FFTDecomposition method) (autots.tools.transform.FFTFilter method) (autots.tools.transform.FIRFilter method) (autots.tools.transform.GeneralTransformer method) (autots.tools.transform.HistoricValues method) (autots.tools.transform.HolidayTransformer method) (autots.tools.transform.IntermittentOccurrence method) (autots.tools.transform.KalmanSmoothing method) (autots.tools.transform.LevelShiftMagic method) (autots.tools.transform.LocalLinearTrend method) (autots.tools.transform.MeanDifference method) (autots.tools.transform.MeanPercentSplitter method) (autots.tools.transform.PCA method) (autots.tools.transform.PctChangeTransformer method) (autots.tools.transform.PositiveShift method) (autots.tools.transform.RegressionFilter method) (autots.tools.transform.ReplaceConstant method) (autots.tools.transform.RollingMeanTransformer method) (autots.tools.transform.Round method) (autots.tools.transform.ScipyFilter method) (autots.tools.transform.SeasonalDifference method) (autots.tools.transform.ShiftFirstValue method) (autots.tools.transform.SinTrend method) (autots.tools.transform.Slice method) (autots.tools.transform.StandardScaler method) (autots.tools.transform.ThetaTransformer method)

fit_anomaly_classifier() (autots.AnomalyDetector method) (autots.evaluator.anomaly_detector.AnomalyDetector method) (autots.tools.transform.AnomalyRemoval method) fit_constraint() (in module autots.tools.constraint) fit_data() (autots.AutoTS method) (autots.Cassandra method) (autots.evaluator.auto_model.ModelPrediction method) (autots.evaluator.auto_ts.AutoTS method) (autots.ModelPrediction method) (autots.models.base.ModelObject method) (autots.models.basics.KalmanStateSpace method) (autots.models.cassandra.Cassandra method) (autots.models.gluonts.GluonTS method) (autots.models.sklearn.DatepartRegression method) (autots.models.sklearn.MultivariateRegression method) (autots.models.sklearn.PreprocessingRegression method) (autots.models.sklearn.WindowRegression method) fit_linear_model() (in module autots.models.cassandra) fit_predict() (autots.evaluator.auto_model.ModelPrediction method) (autots.ModelPrediction method) fit_sin() (autots.tools.transform.SinTrend static method) fit_transform() (autots.GeneralTransformer method) (autots.tools.shaping.NumericTransformer method) (autots.tools.transform.AlignLastDiff method) (autots.tools.transform.AlignLastValue method) (autots.tools.transform.AnomalyRemoval method) (autots.tools.transform.BKBandpassFilter method) (autots.tools.transform.BTCD method) (autots.tools.transform.CenterLastValue method) (autots.tools.transform.CenterSplit method) (autots.tools.transform.ChangepointDetrend method) (autots.tools.transform.ClipOutliers method) (autots.tools.transform.Cointegration method) (autots.tools.transform.Constraint method) (autots.tools.transform.CumSumTransformer method) (autots.tools.transform.DatepartRegressionTransformer method) (autots.tools.transform.Detrend method) (autots.tools.transform.DifferencedTransformer method) (autots.tools.transform.DiffSmoother method) (autots.tools.transform.Discretize method) (autots.tools.transform.EmptyTransformer method) (autots.tools.transform.EWMAFilter method) (autots.tools.transform.FastICA method) (autots.tools.transform.FFTDecomposition method) (autots.tools.transform.FFTFilter method) (autots.tools.transform.FIRFilter method) (autots.tools.transform.GeneralTransformer method) (autots.tools.transform.HistoricValues method) (autots.tools.transform.HolidayTransformer method) (autots.tools.transform.HPFilter method) (autots.tools.transform.IntermittentOccurrence method) (autots.tools.transform.KalmanSmoothing method) (autots.tools.transform.LevelShiftMagic method) (autots.tools.transform.LocalLinearTrend method) (autots.tools.transform.MeanDifference method) (autots.tools.transform.MeanPercentSplitter method) (autots.tools.transform.PCA method) (autots.tools.transform.PctChangeTransformer method) (autots.tools.transform.PositiveShift method) (autots.tools.transform.RegressionFilter method) (autots.tools.transform.ReplaceConstant method) (autots.tools.transform.RollingMeanTransformer method) (autots.tools.transform.Round method) (autots.tools.transform.ScipyFilter method) (autots.tools.transform.SeasonalDifference method) (autots.tools.transform.ShiftFirstValue method) (autots.tools.transform.SinTrend method) (autots.tools.transform.Slice method) (autots.tools.transform.StandardScaler method) (autots.tools.transform.StatsmodelsFilter method) (autots.tools.transform.STLFilter method) (autots.tools.transform.ThetaTransformer method) fixangle() (in module autots.tools.lunar) forecast (autots.models.base.PredictionObject attribute) fourier_df() (in module autots.tools.seasonal) fourier_extrapolation() (in module autots.tools.fft) fourier_series() (in module autots.tools.cointegration) (in module autots.tools.seasonal) freq_to_timedelta() (in module autots.tools.shaping) full_mae_errors (autots.evaluator.auto_model.TemplateEvalObject attribute) full_mae_ids (autots.evaluator.auto_model.TemplateEvalObject attribute) full_metric_evaluation() (in module autots.evaluator.metrics)

G

Gaussian (class in autots.tools.fast_kalman) gaussian_mixture() (in module autots.tools.anomaly_utils) general_template (in module autots.templates.general) generalize_horizontal() (in module autots.models.ensemble) GeneralTransformer (class in autots) (class in autots.tools.transform) generate_classifier_params() (in module autots.models.sklearn) generate_crosshair_score() (in module autots.models.ensemble) generate_crosshair_score_list() (in module autots.models.ensemble) generate_harmonics_dataframe() (autots.tools.fft.FFT method) generate_historic_risk_array() (autots.evaluator.event_forecasting.EventRiskForecast method) (autots.evaluator.event_forecasting.EventRiskForecast static method) (autots.EventRiskForecast method) (autots.EventRiskForecast static method) generate_mosaic_template() (in module autots.models.ensemble) generate_Psi() (in module autots.models.matrix_var) generate_random_fir_params() (in module autots.tools.fir_filter) generate_regressor_params() (in module autots.models.sklearn) generate_result_windows() (autots.evaluator.event_forecasting.EventRiskForecast method), [1] (autots.EventRiskForecast method), [1] generate_risk_array() (autots.evaluator.event_forecasting.EventRiskForecast method) (autots.evaluator.event_forecasting.EventRiskForecast static method) (autots.EventRiskForecast method) (autots.EventRiskForecast static method) generate_score() (in module autots.evaluator.auto_model) generate_score_per_series() (in module autots.evaluator.auto_model) generate_validation_indices() (in module autots.evaluator.validation) get_changepoints() (in module autots.models.prophet) get_covariates() (autots.models.tide.TimeCovariates method) get_fred_data() (in module autots.datasets.fred) get_HOLIDAYS() (in module autots.models.tide) get_metric_corr() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) get_new_params() (autots.AnomalyDetector static method) (autots.AutoTS static method) (autots.Cassandra method), [1] (autots.evaluator.anomaly_detector.AnomalyDetector static method) (autots.evaluator.anomaly_detector.HolidayDetector static method) (autots.evaluator.auto_ts.AutoTS static method) (autots.GeneralTransformer static method) (autots.HolidayDetector static method) (autots.models.arch.ARCH method) (autots.models.base.ModelObject method) (autots.models.basics.AverageValueNaive method) (autots.models.basics.BallTreeMultivariateMotif method) (autots.models.basics.BasicLinearModel method) (autots.models.basics.ConstantNaive method) (autots.models.basics.FFT method) (autots.models.basics.KalmanStateSpace method) (autots.models.basics.LastValueNaive method) (autots.models.basics.MetricMotif method) (autots.models.basics.Motif method) (autots.models.basics.MotifSimulation method) (autots.models.basics.NVAR method) (autots.models.basics.SeasonalityMotif method) (autots.models.basics.SeasonalNaive method) (autots.models.basics.SectionalMotif method) (autots.models.basics.TVVAR method) (autots.models.cassandra.Cassandra method), [1] (autots.models.gluonts.GluonTS method) (autots.models.greykite.Greykite method) (autots.models.matrix_var.DMD method) (autots.models.matrix_var.LATC method) (autots.models.matrix_var.MAR method) (autots.models.matrix_var.RRVAR method) (autots.models.matrix_var.TMF method) (autots.models.mlensemble.MLEnsemble method) (autots.models.neural_forecast.NeuralForecast method) (autots.models.prophet.FBProphet method) (autots.models.prophet.NeuralProphet method) (autots.models.pytorch.PytorchForecasting method) (autots.models.sklearn.ComponentAnalysis method) (autots.models.sklearn.DatepartRegression method) (autots.models.sklearn.MultivariateRegression method) (autots.models.sklearn.PreprocessingRegression method) (autots.models.sklearn.RollingRegression method) (autots.models.sklearn.UnivariateRegression method) (autots.models.sklearn.WindowRegression method) (autots.models.statsmodels.ARDL method) (autots.models.statsmodels.ARIMA method) (autots.models.statsmodels.DynamicFactor method) (autots.models.statsmodels.DynamicFactorMQ method) (autots.models.statsmodels.ETS method) (autots.models.statsmodels.GLM method) (autots.models.statsmodels.GLS method) (autots.models.statsmodels.Theta method) (autots.models.statsmodels.UnobservedComponents method) (autots.models.statsmodels.VAR method) (autots.models.statsmodels.VARMAX method) (autots.models.statsmodels.VECM method) (autots.models.tfp.TensorflowSTS method) (autots.models.tfp.TFPRegression method) (autots.models.tide.TiDE method) (autots.tools.transform.AlignLastDiff static method) (autots.tools.transform.AlignLastValue static method) (autots.tools.transform.AnomalyRemoval static method) (autots.tools.transform.BKBandpassFilter static method) (autots.tools.transform.BTCD static method) (autots.tools.transform.CenterLastValue static method) (autots.tools.transform.CenterSplit static method) (autots.tools.transform.ChangepointDetrend static method) (autots.tools.transform.ClipOutliers static method) (autots.tools.transform.Cointegration static method) (autots.tools.transform.Constraint static method) (autots.tools.transform.DatepartRegressionTransformer static method) (autots.tools.transform.Detrend static method) (autots.tools.transform.DifferencedTransformer static method) (autots.tools.transform.DiffSmoother static method) (autots.tools.transform.Discretize static method) (autots.tools.transform.EmptyTransformer static method) (autots.tools.transform.EWMAFilter static method) (autots.tools.transform.FastICA static method) (autots.tools.transform.FFTDecomposition static method) (autots.tools.transform.FFTFilter static method) (autots.tools.transform.FIRFilter static method) (autots.tools.transform.GeneralTransformer static method) (autots.tools.transform.HistoricValues static method) (autots.tools.transform.HolidayTransformer static method) (autots.tools.transform.HPFilter static method) (autots.tools.transform.IntermittentOccurrence static method) (autots.tools.transform.KalmanSmoothing static method) (autots.tools.transform.LevelShiftMagic static method) (autots.tools.transform.LocalLinearTrend static method) (autots.tools.transform.MeanPercentSplitter static method) (autots.tools.transform.PCA static method) (autots.tools.transform.RegressionFilter static method) (autots.tools.transform.ReplaceConstant static method) (autots.tools.transform.RollingMeanTransformer static method) (autots.tools.transform.Round static method) (autots.tools.transform.ScipyFilter static method) (autots.tools.transform.SeasonalDifference static method) (autots.tools.transform.ShiftFirstValue static method) (autots.tools.transform.SinTrend static method) (autots.tools.transform.Slice static method) (autots.tools.transform.STLFilter static method) (autots.tools.transform.ThetaTransformer static method)

get_params() (autots.Cassandra method) (autots.models.arch.ARCH method) (autots.models.base.ModelObject method) (autots.models.basics.AverageValueNaive method) (autots.models.basics.BallTreeMultivariateMotif method) (autots.models.basics.BasicLinearModel method) (autots.models.basics.ConstantNaive method) (autots.models.basics.FFT method) (autots.models.basics.KalmanStateSpace method) (autots.models.basics.LastValueNaive method) (autots.models.basics.MetricMotif method) (autots.models.basics.Motif method) (autots.models.basics.MotifSimulation method) (autots.models.basics.NVAR method) (autots.models.basics.SeasonalityMotif method) (autots.models.basics.SeasonalNaive method) (autots.models.basics.SectionalMotif method) (autots.models.basics.TVVAR method) (autots.models.cassandra.Cassandra method) (autots.models.gluonts.GluonTS method) (autots.models.greykite.Greykite method) (autots.models.matrix_var.DMD method) (autots.models.matrix_var.LATC method) (autots.models.matrix_var.MAR method) (autots.models.matrix_var.RRVAR method) (autots.models.matrix_var.TMF method) (autots.models.mlensemble.MLEnsemble method) (autots.models.neural_forecast.NeuralForecast method) (autots.models.prophet.FBProphet method) (autots.models.prophet.NeuralProphet method) (autots.models.pytorch.PytorchForecasting method) (autots.models.sklearn.ComponentAnalysis method) (autots.models.sklearn.DatepartRegression method) (autots.models.sklearn.MultivariateRegression method) (autots.models.sklearn.PreprocessingRegression method) (autots.models.sklearn.RollingRegression method) (autots.models.sklearn.UnivariateRegression method) (autots.models.sklearn.WindowRegression method) (autots.models.statsmodels.ARDL method) (autots.models.statsmodels.ARIMA method) (autots.models.statsmodels.DynamicFactor method) (autots.models.statsmodels.DynamicFactorMQ method) (autots.models.statsmodels.ETS method) (autots.models.statsmodels.GLM method) (autots.models.statsmodels.GLS method) (autots.models.statsmodels.Theta method) (autots.models.statsmodels.UnobservedComponents method) (autots.models.statsmodels.VAR method) (autots.models.statsmodels.VARMAX method) (autots.models.statsmodels.VECM method) (autots.models.tfp.TensorflowSTS method) (autots.models.tfp.TFPRegression method) (autots.models.tide.TiDE method) get_params_from_id() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) get_top_n_counts() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) get_transformer_params() (in module autots.tools.transform) GLM (class in autots.models.statsmodels) glm_forecast_by_column() (in module autots.models.statsmodels) GLS (class in autots.models.statsmodels) GluonTS (class in autots.models.gluonts) gregorian_to_chinese() (in module autots.tools.calendar) gregorian_to_christian_lunar() (in module autots.tools.calendar) gregorian_to_hebrew() (in module autots.tools.calendar) gregorian_to_hindu() (in module autots.tools.calendar) gregorian_to_islamic() (in module autots.tools.calendar) Greykite (class in autots.models.greykite)

H

half_yr_spacing() (in module autots.tools.seasonal) HDistEnsemble() (in module autots.models.ensemble) heb_is_leap() (in module autots.tools.calendar) hierarchial (class in autots.tools.hierarchial) historic_quantile() (in module autots.tools.probabilistic) HistoricValues (class in autots.tools.transform) holiday_count (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute) holiday_flag() (in module autots.tools.holiday) holiday_new_params() (in module autots.tools.anomaly_utils) HolidayDetector (class in autots) (class in autots.evaluator.anomaly_detector) holidays (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute)

HolidayTransformer (class in autots.tools.transform) holt_winters_damped_matrices() (in module autots.tools.fast_kalman) horizontal_classifier() (in module autots.models.ensemble) horizontal_per_generation() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) horizontal_template_to_model_list() (in module autots.evaluator.auto_model) horizontal_to_df() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) horizontal_xy() (in module autots.models.ensemble) HorizontalEnsemble() (in module autots.models.ensemble) HorizontalTemplateGenerator() (in module autots.models.ensemble) HPFilter (class in autots.tools.transform)

I

import_best_model() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) import_results() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) import_template() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) impute() (autots.tools.impute.SeasonalityMotifImputer method) (autots.tools.impute.SimpleSeasonalityMotifImputer method) (autots.tools.transform.DatepartRegressionTransformer method) infer_frequency() (in module autots) (in module autots.tools.shaping) inferred_normal() (in module autots.tools.probabilistic) IntermittentOccurrence (class in autots.tools.transform) inverse_transform() (autots.GeneralTransformer method) (autots.tools.shaping.NumericTransformer method) (autots.tools.transform.AlignLastDiff method) (autots.tools.transform.AlignLastValue method) (autots.tools.transform.AnomalyRemoval method) (autots.tools.transform.BKBandpassFilter method) (autots.tools.transform.BTCD method) (autots.tools.transform.CenterLastValue method) (autots.tools.transform.CenterSplit method) (autots.tools.transform.ChangepointDetrend method) (autots.tools.transform.ClipOutliers method) (autots.tools.transform.Cointegration method) (autots.tools.transform.Constraint method) (autots.tools.transform.CumSumTransformer method) (autots.tools.transform.DatepartRegressionTransformer method) (autots.tools.transform.Detrend method) (autots.tools.transform.DifferencedTransformer method) (autots.tools.transform.Discretize method) (autots.tools.transform.EmptyTransformer method) (autots.tools.transform.FastICA method) (autots.tools.transform.FFTDecomposition method) (autots.tools.transform.FFTFilter method) (autots.tools.transform.FIRFilter method) (autots.tools.transform.GeneralTransformer method) (autots.tools.transform.HistoricValues method) (autots.tools.transform.HolidayTransformer method) (autots.tools.transform.IntermittentOccurrence method) (autots.tools.transform.KalmanSmoothing method) (autots.tools.transform.LevelShiftMagic method) (autots.tools.transform.LocalLinearTrend method) (autots.tools.transform.MeanDifference method) (autots.tools.transform.MeanPercentSplitter method) (autots.tools.transform.PCA method) (autots.tools.transform.PctChangeTransformer method) (autots.tools.transform.PositiveShift method) (autots.tools.transform.RegressionFilter method) (autots.tools.transform.ReplaceConstant method) (autots.tools.transform.RollingMeanTransformer method) (autots.tools.transform.Round method) (autots.tools.transform.ScipyFilter method) (autots.tools.transform.SeasonalDifference method) (autots.tools.transform.ShiftFirstValue method) (autots.tools.transform.SinTrend method) (autots.tools.transform.Slice method) (autots.tools.transform.StandardScaler method) (autots.tools.transform.ThetaTransformer method)

is_horizontal() (in module autots.models.ensemble) is_mosaic() (in module autots.models.ensemble)

K

KalmanFilter (class in autots.tools.fast_kalman) KalmanFilter.Result (class in autots.tools.fast_kalman) KalmanSmoothing (class in autots.tools.transform) KalmanStateSpace (class in autots.models.basics)

kde() (in module autots.evaluator.metrics) kde_kl_distance() (in module autots.evaluator.metrics) kepler() (in module autots.tools.lunar) KerasRNN (class in autots.models.dnn) kl_divergence() (in module autots.evaluator.metrics)

L

lagmat() (in module autots.tools.cointegration) last_window() (in module autots.tools.window_functions) LastValueNaive (class in autots.models.basics) LATC (class in autots.models.matrix_var) latc_imputer() (in module autots.models.matrix_var) latc_predictor() (in module autots.models.matrix_var) LevelShiftMagic (class in autots.tools.transform) LevelShiftTransformer (in module autots.tools.transform) limits_to_anomalies() (in module autots.tools.anomaly_utils) linearity() (in module autots.evaluator.metrics) list_failed_model_types() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) load() (autots.evaluator.auto_model.TemplateEvalObject method) load_artificial() (in module autots) (in module autots.datasets) load_daily() (in module autots) (in module autots.datasets) load_hourly() (in module autots) (in module autots.datasets) load_linear() (in module autots) (in module autots.datasets) load_live_daily() (in module autots) (in module autots.datasets)

load_monthly() (in module autots) (in module autots.datasets) load_sine() (in module autots) (in module autots.datasets) load_template() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) load_weekdays() (in module autots) (in module autots.datasets) load_weekly() (in module autots) (in module autots.datasets) load_yearly() (in module autots) (in module autots.datasets) load_zeroes() (in module autots.datasets) LocalLinearTrend (class in autots.tools.transform) long_form_results() (autots.models.base.PredictionObject method), [1] long_to_wide() (in module autots) (in module autots.tools.shaping) loop_sk_outliers() (in module autots.tools.anomaly_utils) looped_motif() (in module autots.models.basics) lower_forecast (autots.models.base.PredictionObject attribute) lstsq_minimize() (in module autots.models.cassandra) lstsq_solve() (in module autots.models.cassandra) lunar_from_lunar() (in module autots.tools.calendar) lunar_from_lunar_full() (in module autots.tools.calendar)

M

mae() (in module autots.evaluator.metrics) mae_loss() (in module autots.models.tide) mape() (in module autots.models.tide) MAR (class in autots.models.matrix_var) mar() (in module autots.models.matrix_var) mat2ten() (in module autots.models.matrix_var) mda() (in module autots.evaluator.metrics) mean_absolute_differential_error() (in module autots.evaluator.metrics) mean_absolute_error() (in module autots.evaluator.metrics) MeanDifference (class in autots.tools.transform) MeanPercentSplitter (class in autots.tools.transform) medae() (in module autots.evaluator.metrics) median_absolute_error() (in module autots.evaluator.metrics) MetricMotif (class in autots.models.basics) mlens_helper() (in module autots.models.ensemble) MLEnsemble (class in autots.models.mlensemble) mlvb() (in module autots.evaluator.metrics) model_forecast() (in module autots) (in module autots.evaluator.auto_model) model_list_to_dict() (in module autots.models.model_list) model_name (autots.models.base.PredictionObject attribute) model_parameters (autots.models.base.PredictionObject attribute) model_results (autots.AutoTS.initial_results attribute) (autots.evaluator.auto_ts.AutoTS.initial_results attribute) ModelMonster() (in module autots.evaluator.auto_model) ModelObject (class in autots.models.base) ModelPrediction (class in autots) (class in autots.evaluator.auto_model) module autots autots.datasets autots.datasets.fred autots.evaluator autots.evaluator.anomaly_detector autots.evaluator.auto_model autots.evaluator.auto_ts autots.evaluator.benchmark autots.evaluator.event_forecasting autots.evaluator.metrics autots.evaluator.validation autots.models autots.models.arch autots.models.base autots.models.basics autots.models.cassandra autots.models.dnn autots.models.ensemble autots.models.gluonts autots.models.greykite autots.models.matrix_var autots.models.mlensemble autots.models.model_list autots.models.neural_forecast autots.models.prophet autots.models.pytorch autots.models.sklearn autots.models.statsmodels autots.models.tfp autots.models.tide autots.templates autots.templates.general autots.tools autots.tools.anomaly_utils autots.tools.calendar autots.tools.cointegration autots.tools.constraint autots.tools.cpu_count autots.tools.fast_kalman autots.tools.fft autots.tools.fir_filter autots.tools.hierarchial autots.tools.holiday autots.tools.impute autots.tools.lunar autots.tools.percentile autots.tools.probabilistic autots.tools.profile autots.tools.regressor autots.tools.seasonal autots.tools.shaping autots.tools.thresholding autots.tools.transform autots.tools.wavelet autots.tools.window_functions

moon_phase() (in module autots.tools.lunar) moon_phase_df() (in module autots.tools.lunar) mosaic_classifier() (in module autots.models.ensemble) mosaic_or_horizontal() (in module autots.models.ensemble) mosaic_to_df() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) mosaic_to_horizontal() (in module autots.models.ensemble) mosaic_xy() (in module autots.models.ensemble) MosaicEnsemble() (in module autots.models.ensemble) Motif (class in autots.models.basics) MotifSimulation (class in autots.models.basics) mqae() (in module autots.evaluator.metrics) msle() (in module autots.evaluator.metrics) MultivariateRegression (class in autots.models.sklearn)

N

n_limited_horz() (in module autots.models.ensemble) nan_percentile() (in module autots.tools.percentile) nan_quantile() (in module autots.tools.percentile) NeuralForecast (class in autots.models.neural_forecast) NeuralProphet (class in autots.models.prophet) new_kalman_params() (in module autots.tools.fast_kalman) NewGeneticTemplate() (in module autots.evaluator.auto_model) next_fit() (autots.Cassandra method) (autots.models.cassandra.Cassandra method)

nonparametric() (in module autots.tools.thresholding) nonparametric_multivariate() (in module autots.tools.anomaly_utils) NonparametricThreshold (class in autots.tools.thresholding) np_2d_arange() (in module autots.tools.window_functions) nrmse() (in module autots.models.tide) NumericTransformer (class in autots.tools.shaping) numpy_ffill() (in module autots.evaluator.metrics) NVAR (class in autots.models.basics)

O

oda() (in module autots.evaluator.metrics)

offset_wavelet() (in module autots.tools.wavelet)

P

params (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute) parse_best_model() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) parse_forecast_length() (in module autots.models.ensemble) parse_horizontal() (in module autots.models.ensemble) parse_mosaic() (in module autots.models.ensemble) PCA (class in autots.tools.transform) PctChangeTransformer (class in autots.tools.transform) percentileofscore_appliable() (in module autots.tools.probabilistic) phase_string() (in module autots.tools.lunar) pinball_loss() (in module autots.evaluator.metrics) plot() (autots.AnomalyDetector method) (autots.evaluator.anomaly_detector.AnomalyDetector method) (autots.evaluator.anomaly_detector.HolidayDetector method) (autots.evaluator.event_forecasting.EventRiskForecast method), [1] (autots.EventRiskForecast method), [1] (autots.HolidayDetector method) (autots.models.base.PredictionObject method), [1] plot_anomaly() (autots.evaluator.anomaly_detector.HolidayDetector method) (autots.HolidayDetector method) plot_back_forecast() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_backforecast() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_chosen_transformer() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_components() (autots.Cassandra method), [1] (autots.models.cassandra.Cassandra method), [1] plot_df() (autots.models.base.PredictionObject method) plot_distributions() (in module autots.models.base) plot_ensemble_runtimes() (autots.models.base.PredictionObject method) plot_eval() (autots.evaluator.event_forecasting.EventRiskForecast method) (autots.EventRiskForecast method) plot_failure_rate() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_forecast() (autots.Cassandra method), [1] (autots.models.cassandra.Cassandra method), [1] plot_generation_loss() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_grid() (autots.models.base.PredictionObject method) plot_horizontal() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_horizontal_model_count() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_horizontal_per_generation() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_horizontal_transformers() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_metric_corr() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_model_failure_rate() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_mosaic() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_per_series_error() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_per_series_mape() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_per_series_smape() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_series_corr() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_things() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) plot_transformer_by_class() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_transformer_failure_rate() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_trend() (autots.Cassandra method), [1] (autots.models.cassandra.Cassandra method), [1] plot_unpredictability() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) plot_validations() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) Point_to_Probability() (in module autots.tools.probabilistic) PositiveShift (class in autots.tools.transform) precomp_wasserstein() (in module autots.evaluator.metrics) predict() (autots.AutoTS method) (autots.Cassandra method), [1] (autots.evaluator.auto_model.ModelPrediction method) (autots.evaluator.auto_ts.AutoTS method) (autots.evaluator.event_forecasting.EventRiskForecast method), [1] (autots.EventRiskForecast method), [1] (autots.ModelPrediction method) (autots.models.arch.ARCH method) (autots.models.basics.AverageValueNaive method) (autots.models.basics.BallTreeMultivariateMotif method) (autots.models.basics.BasicLinearModel method) (autots.models.basics.ConstantNaive method) (autots.models.basics.FFT method) (autots.models.basics.KalmanStateSpace method) (autots.models.basics.LastValueNaive method) (autots.models.basics.MetricMotif method) (autots.models.basics.Motif method) (autots.models.basics.MotifSimulation method) (autots.models.basics.NVAR method) (autots.models.basics.SeasonalityMotif method) (autots.models.basics.SeasonalNaive method) (autots.models.basics.SectionalMotif method) (autots.models.basics.TVVAR method) (autots.models.cassandra.BayesianMultiOutputRegression method) (autots.models.cassandra.Cassandra method), [1] (autots.models.dnn.ElasticNetwork method) (autots.models.dnn.KerasRNN method) (autots.models.dnn.Transformer method) (autots.models.gluonts.GluonTS method) (autots.models.greykite.Greykite method) (autots.models.matrix_var.DMD method) (autots.models.matrix_var.LATC method) (autots.models.matrix_var.MAR method) (autots.models.matrix_var.RRVAR method) (autots.models.matrix_var.TMF method) (autots.models.mlensemble.MLEnsemble method) (autots.models.neural_forecast.NeuralForecast method) (autots.models.prophet.FBProphet method) (autots.models.prophet.NeuralProphet method) (autots.models.pytorch.PytorchForecasting method) (autots.models.sklearn.ComponentAnalysis method) (autots.models.sklearn.DatepartRegression method) (autots.models.sklearn.MultivariateRegression method) (autots.models.sklearn.PreprocessingRegression method) (autots.models.sklearn.RollingRegression method) (autots.models.sklearn.UnivariateRegression method) (autots.models.sklearn.VectorizedMultiOutputGPR method) (autots.models.sklearn.WindowRegression method) (autots.models.statsmodels.ARDL method) (autots.models.statsmodels.ARIMA method) (autots.models.statsmodels.DynamicFactor method) (autots.models.statsmodels.DynamicFactorMQ method) (autots.models.statsmodels.ETS method) (autots.models.statsmodels.GLM method) (autots.models.statsmodels.GLS method) (autots.models.statsmodels.Theta method) (autots.models.statsmodels.UnobservedComponents method) (autots.models.statsmodels.VAR method) (autots.models.statsmodels.VARMAX method) (autots.models.statsmodels.VECM method) (autots.models.tfp.TensorflowSTS method) (autots.models.tfp.TFPRegression method) (autots.models.tfp.TFPRegressor method) (autots.models.tide.TiDE method) (autots.tools.fast_kalman.KalmanFilter method) (autots.tools.fft.FFT method) (in module autots.tools.fast_kalman)

predict_historic() (autots.evaluator.event_forecasting.EventRiskForecast method), [1] (autots.EventRiskForecast method), [1] predict_new_product() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) predict_next() (autots.tools.fast_kalman.KalmanFilter method) predict_observation() (autots.tools.fast_kalman.KalmanFilter method) (in module autots.tools.fast_kalman) predict_proba() (autots.models.sklearn.VectorizedMultiOutputGPR method) predict_reservoir() (in module autots.models.basics) predict_x_array (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute) predicted_trend (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute) PredictionObject (class in autots.models.base) PreprocessingRegression (class in autots.models.sklearn) priv_smooth() (in module autots.tools.fast_kalman) priv_update_with_nan_check() (in module autots.tools.fast_kalman) process_components() (autots.Cassandra method) (autots.models.basics.BasicLinearModel method) (autots.models.basics.TVVAR method) (autots.models.cassandra.Cassandra method) process_mosaic_arrays() (in module autots.models.ensemble) profile_time_series() (in module autots.tools.profile) prune_anoms() (autots.tools.thresholding.NonparametricThreshold method) PytorchForecasting (class in autots.models.pytorch)

Q

qae() (in module autots.evaluator.metrics)

query_holidays() (in module autots.tools.holiday)

R

random_cleaners() (in module autots.tools.transform) random_datepart() (in module autots.tools.seasonal) random_matrix() (in module autots.tools.fast_kalman) random_model() (in module autots.evaluator.auto_model) random_state_space() (in module autots.tools.fast_kalman) random_state_space_original() (in module autots.tools.fast_kalman) RandomFourierEncoding (class in autots.models.sklearn) RandomTemplate() (in module autots.evaluator.auto_model) RandomTransform() (in module autots) (in module autots.tools.transform) reconcile() (autots.tools.hierarchial.hierarchial method) regression_check (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) RegressionFilter (class in autots.tools.transform) remove_leading_zeros() (in module autots.evaluator.auto_model) remove_outliers() (in module autots.tools.transform) ReplaceConstant (class in autots.tools.transform) results() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) retrieve_classifier() (in module autots.models.sklearn) retrieve_closest_indices() (in module autots.tools.window_functions) retrieve_regressor() (in module autots.models.sklearn)

retrieve_transformer() (autots.GeneralTransformer class method) (autots.tools.transform.GeneralTransformer class method) retrieve_validation_forecasts() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) return_components() (autots.Cassandra method), [1] (autots.models.basics.BasicLinearModel method) (autots.models.cassandra.Cassandra method), [1] rmse() (in module autots.evaluator.metrics) (in module autots.models.tide) rolling_mean() (in module autots.tools.impute) rolling_trend() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) rolling_window_view() (in module autots.tools.window_functions) rolling_x_regressor() (in module autots.models.sklearn) rolling_x_regressor_regressor() (in module autots.models.sklearn) RollingMeanTransformer (class in autots.tools.transform) RollingRegression (class in autots.models.sklearn) root_mean_square_error() (in module autots.evaluator.metrics) Round (class in autots.tools.transform) rps() (in module autots.evaluator.metrics) RRVAR (class in autots.models.matrix_var) rrvar() (in module autots.models.matrix_var) run() (autots.evaluator.benchmark.Benchmark method)

S

sample_posterior() (autots.models.cassandra.BayesianMultiOutputRegression method) save() (autots.evaluator.auto_model.TemplateEvalObject method) save_template() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) scale_data() (autots.Cassandra method) (autots.models.basics.BasicLinearModel method) (autots.models.cassandra.Cassandra method) (autots.models.sklearn.MultivariateRegression method) scaled_pinball_loss() (in module autots.evaluator.metrics) ScipyFilter (class in autots.tools.transform) score_anomalies() (autots.tools.thresholding.NonparametricThreshold method) score_per_series (autots.AutoTS attribute) (autots.evaluator.auto_ts.AutoTS attribute) score_to_anomaly() (autots.AnomalyDetector method) (autots.evaluator.anomaly_detector.AnomalyDetector method) (autots.tools.transform.AnomalyRemoval method) scores (autots.Cassandra..anomaly_detector attribute) (autots.models.cassandra.Cassandra..anomaly_detector attribute) seasonal_independent_match() (in module autots.tools.seasonal) seasonal_int() (in module autots.tools.seasonal) seasonal_repeating_wavelet() (in module autots.tools.seasonal) seasonal_window_match() (in module autots.tools.seasonal) SeasonalDifference (class in autots.tools.transform) SeasonalityMotif (class in autots.models.basics) SeasonalityMotifImputer (class in autots.tools.impute) SeasonalNaive (class in autots.models.basics) SectionalMotif (class in autots.models.basics) seek_the_oracle() (in module autots.models.greykite) set_limit() (autots.evaluator.event_forecasting.EventRiskForecast method) (autots.evaluator.event_forecasting.EventRiskForecast static method) (autots.EventRiskForecast method) (autots.EventRiskForecast static method)

set_limit_forecast() (in module autots.evaluator.event_forecasting) set_limit_forecast_historic() (in module autots.evaluator.event_forecasting) set_n_jobs() (in module autots.tools.cpu_count) ShiftFirstValue (class in autots.tools.transform) simple_context_slicer() (in module autots.tools.transform) simple_train_test_split() (in module autots.tools.shaping) SimpleSeasonalityMotifImputer (class in autots.tools.impute) SinTrend (class in autots.tools.transform) sk_outliers() (in module autots.tools.anomaly_utils) Slice (class in autots.tools.transform) sliding_window_view() (in module autots.tools.window_functions) smape() (in module autots.evaluator.metrics) (in module autots.models.tide) smooth() (autots.tools.fast_kalman.KalmanFilter method) (in module autots.tools.fast_kalman) smooth_current() (autots.tools.fast_kalman.KalmanFilter method) smoothness() (in module autots.evaluator.metrics) spl() (in module autots.evaluator.metrics) split_digits_and_non_digits() (in module autots.tools.shaping) stable_pinv() (in module autots.tools.fast_kalman) StandardScaler (class in autots.tools.transform) StatsmodelsFilter (class in autots.tools.transform) STLFilter (class in autots.tools.transform) subset_series() (in module autots.tools.shaping) summarize_series() (in module autots.tools.profile) svt_tnn() (in module autots.models.matrix_var) symmetric_mean_absolute_percentage_error() (in module autots.evaluator.metrics)

T

TemplateEvalObject (class in autots.evaluator.auto_model) TemplateWizard() (in module autots.evaluator.auto_model) ten2mat() (in module autots.models.matrix_var) TensorflowSTS (class in autots.models.tfp) test_val_gen() (autots.models.tide.TimeSeriesdata method) tf_dataset() (autots.models.tide.TimeSeriesdata method) TFPRegression (class in autots.models.tfp) TFPRegressor (class in autots.models.tfp) Theta (class in autots.models.statsmodels) ThetaTransformer (class in autots.tools.transform) threshold_loss() (in module autots.evaluator.metrics) TiDE (class in autots.models.tide) time() (autots.models.base.ModelObject static method) TimeCovariates (class in autots.models.tide) TimeSeriesdata (class in autots.models.tide) TMF (class in autots.models.matrix_var) tmf() (in module autots.models.matrix_var) to_jd() (in module autots.tools.calendar) to_origin_space() (autots.Cassandra method) (autots.models.basics.BasicLinearModel method) (autots.models.cassandra.Cassandra method) (autots.models.sklearn.MultivariateRegression method) todeg() (in module autots.tools.lunar) torad() (in module autots.tools.lunar) total_runtime() (autots.models.base.PredictionObject method), [1] train_gen() (autots.models.tide.TimeSeriesdata method) trans_dict_recomb() (in module autots.evaluator.auto_model) transform() (autots.GeneralTransformer method) (autots.models.sklearn.RandomFourierEncoding method) (autots.tools.hierarchial.hierarchial method) (autots.tools.shaping.NumericTransformer method) (autots.tools.transform.AlignLastDiff method) (autots.tools.transform.AlignLastValue method) (autots.tools.transform.AnomalyRemoval method) (autots.tools.transform.BKBandpassFilter method) (autots.tools.transform.BTCD method) (autots.tools.transform.CenterLastValue method) (autots.tools.transform.CenterSplit method) (autots.tools.transform.ChangepointDetrend method) (autots.tools.transform.ClipOutliers method) (autots.tools.transform.Cointegration method) (autots.tools.transform.Constraint method) (autots.tools.transform.CumSumTransformer method) (autots.tools.transform.DatepartRegressionTransformer method) (autots.tools.transform.Detrend method) (autots.tools.transform.DifferencedTransformer method) (autots.tools.transform.DiffSmoother method) (autots.tools.transform.Discretize method) (autots.tools.transform.EmptyTransformer method) (autots.tools.transform.EWMAFilter method) (autots.tools.transform.FastICA method) (autots.tools.transform.FFTDecomposition method) (autots.tools.transform.FFTFilter method) (autots.tools.transform.FIRFilter method) (autots.tools.transform.GeneralTransformer method) (autots.tools.transform.HistoricValues method) (autots.tools.transform.HolidayTransformer method) (autots.tools.transform.HPFilter method) (autots.tools.transform.IntermittentOccurrence method) (autots.tools.transform.KalmanSmoothing method) (autots.tools.transform.LevelShiftMagic method) (autots.tools.transform.LocalLinearTrend method) (autots.tools.transform.MeanDifference method) (autots.tools.transform.MeanPercentSplitter method) (autots.tools.transform.PCA method) (autots.tools.transform.PctChangeTransformer method) (autots.tools.transform.PositiveShift method) (autots.tools.transform.RegressionFilter method) (autots.tools.transform.ReplaceConstant method) (autots.tools.transform.RollingMeanTransformer method) (autots.tools.transform.Round method) (autots.tools.transform.ScipyFilter method) (autots.tools.transform.SeasonalDifference method) (autots.tools.transform.ShiftFirstValue method) (autots.tools.transform.SinTrend method) (autots.tools.transform.Slice method) (autots.tools.transform.StandardScaler method) (autots.tools.transform.StatsmodelsFilter method) (autots.tools.transform.STLFilter method) (autots.tools.transform.ThetaTransformer method)

transformation_parameters (autots.models.base.PredictionObject attribute) Transformer (class in autots.models.dnn) transformer_build_model() (in module autots.models.dnn) transformer_encoder() (in module autots.models.dnn) transformer_list_to_dict() (in module autots.tools.transform) TransformTS (in module autots) treatment_causal_impact() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) trend_analysis() (autots.Cassandra method) (autots.models.cassandra.Cassandra method) trend_train (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute) trimmed_mean() (in module autots.tools.percentile) tune_observational_noise() (autots.models.basics.KalmanStateSpace method) TVVAR (class in autots.models.basics)

U

UniqueTemplates() (in module autots.evaluator.auto_model) UnivariateRegression (class in autots.models.sklearn) UnobservedComponents (class in autots.models.statsmodels) unpack_ensemble_models() (in module autots.evaluator.auto_model) unsorted_wasserstein() (in module autots.evaluator.metrics) unvectorize_state() (autots.tools.fast_kalman.Gaussian method)

unvectorize_vars() (autots.tools.fast_kalman.Gaussian method) update() (autots.tools.fast_kalman.KalmanFilter method) (in module autots.tools.fast_kalman) update_cg() (in module autots.models.matrix_var) update_with_nan_check() (in module autots.tools.fast_kalman) upper_forecast (autots.models.base.PredictionObject attribute)

V

validate_num_validations() (in module autots.evaluator.validation) validation_agg() (autots.AutoTS method) (autots.evaluator.auto_ts.AutoTS method) validation_aggregation() (in module autots.evaluator.auto_model) values_to_anomalies() (in module autots.tools.anomaly_utils) VAR (class in autots.models.statsmodels)

var() (in module autots.models.matrix_var) var4cast() (in module autots.models.matrix_var) Variable_Point_to_Probability() (in module autots.tools.probabilistic) VARMAX (class in autots.models.statsmodels) VECM (class in autots.models.statsmodels) VectorizedMultiOutputGPR (class in autots.models.sklearn)

W

wape() (in module autots.models.tide) wasserstein() (in module autots.evaluator.metrics) wide_to_3d() (in module autots.tools.shaping) window_id_maker() (in module autots.tools.window_functions) window_lin_reg() (in module autots.tools.window_functions) window_lin_reg_mean() (in module autots.tools.window_functions) window_lin_reg_mean_no_nan() (in module autots.tools.window_functions)

window_maker() (in module autots.tools.window_functions) window_maker_2() (in module autots.tools.window_functions) window_maker_3() (in module autots.tools.window_functions) window_sum_mean() (in module autots.tools.window_functions) window_sum_mean_nan_tail() (in module autots.tools.window_functions) window_sum_nan_mean() (in module autots.tools.window_functions) WindowRegression (class in autots.models.sklearn)

X

x_array (autots.Cassandra. attribute) (autots.models.cassandra.Cassandra. attribute)

Z

ZeroesNaive (in module autots.models.basics)

zscore_survival_function() (in module autots.tools.anomaly_utils)