Index

A

anchored_segment_fourier_features() (in module autots.tools.seasonal) anchored_warped_fourier_features() (in module autots.tools.seasonal) anomaly_df_to_holidays() (in module autots.tools.anomaly_utils) anomaly_new_params() (in module autots.tools.anomaly_utils) apply_adjustment_single() (in module autots.tools.constraint) apply_constraint_single() (in module autots.tools.constraint) 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) array_last_val() (in module autots.evaluator.metrics) augment_with_synthetic_bounds() (in module autots.datasets.synthetic) auto_model_list() (in module autots.models.model_list) autoshape() (in module autots.tools.fast_kalman) autots.datasets module autots.datasets.fred module autots.datasets.synthetic module autots.evaluator module autots.evaluator.metrics module autots.models module autots.models.dnn module autots.models.model_list module autots.tools module autots.tools.anomaly_utils module autots.tools.autoencoder module autots.tools.bayesian_regression module autots.tools.calendar module autots.tools.changepoints module autots.tools.cointegration module

autots.tools.constraint module autots.tools.cpu_count module autots.tools.fast_kalman module autots.tools.fast_kalman_params module autots.tools.fft module autots.tools.fir_filter module autots.tools.g7xx_codec module autots.tools.hierarchial module autots.tools.holiday module autots.tools.impute module autots.tools.kalman module autots.tools.lunar module autots.tools.mocks module autots.tools.percentile module autots.tools.plotting module autots.tools.probabilistic module autots.tools.seasonal module autots.tools.shaping module autots.tools.thresholding module autots.tools.wavelet module autots.tools.window_functions module

B

BayesianMultiOutputRegression (class in autots.tools.bayesian_regression) biased_ffill() (in module autots.tools.impute)

btcd_decompose() (in module autots.tools.cointegration) butter() (in module autots.tools.mocks)

C

calculate_peak_density() (in module autots.tools.plotting) cdf() (autots.tools.mocks.norm method) changepoint_fcst_from_last_row() (in module autots.tools.changepoints) ChangepointDetector (class in autots.tools.changepoints) chi_squared_hist_distribution_loss() (in module autots.evaluator.metrics) chunk_reshape() (in module autots.tools.window_functions) clean_weights() (in module autots.tools.shaping) coefficient_interval() (autots.tools.bayesian_regression.BayesianMultiOutputRegression method) coint_fast() (in module autots.tools.cointegration) coint_johansen() (in module autots.tools.cointegration) compare_to_epsilon() (autots.tools.thresholding.NonparametricThreshold method) compute() (autots.tools.fast_kalman.KalmanFilter method) compute_volatility_weights() (in module autots.tools.hierarchial) consecutive_groups() (in module autots.tools.thresholding) constant_growth_rate() (in module autots.tools.constraint) 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) cpu_count() (in module autots.tools.cpu_count) create_changepoint_features() (in module autots.tools.changepoints) 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_features() (autots.tools.changepoints.ChangepointDetector method) create_gaussian_wavelet() (in module autots.tools.wavelet) create_haar_wavelet() (in module autots.tools.wavelet) create_mexican_hat_wavelet() (in module autots.tools.wavelet) 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_seaborn_palette_from_cmap() (in module autots.tools.plotting) create_seasonality_feature() (in module autots.tools.seasonal) create_wavelet() (in module autots.tools.wavelet) curve_fit() (in module autots.tools.mocks)

D

DataLoader (class in autots.tools.mocks) Dataset (class in autots.tools.mocks) date_part() (in module autots.tools.seasonal) dates_to_holidays() (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.tools.changepoints.ChangepointDetector method) detect_anomalies() (in module autots.tools.anomaly_utils) df_cleanup() (in module autots.tools.shaping) dinv() (in module autots.tools.fast_kalman) douter() (in module autots.tools.fast_kalman) drop_leading_na_block() (in module autots.tools.shaping) dsin() (in module autots.tools.lunar) dwae() (in module autots.evaluator.metrics)

E

ElasticNetwork (class in autots.models.dnn) 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) ensure_matrix() (in module autots.tools.fast_kalman) ensure_stability() (in module autots.tools.fast_kalman_params) erm_reconcile() (in module autots.tools.hierarchial) eval() (autots.tools.mocks.Module method)

F

fake_date_fill() (in module autots.tools.impute) fake_date_fill_old() (in module autots.tools.impute) FFT (class in autots.tools.fft) fft_fir_filter_to_timeseries() (in module autots.tools.fir_filter) fftconvolve() (in module autots.tools.mocks) 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_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) find_epsilon() (autots.tools.thresholding.NonparametricThreshold method) find_market_changepoints_multivariate() (in module autots.tools.changepoints) fit() (autots.models.dnn.ElasticNetwork method) (autots.models.dnn.KerasRNN method) (autots.models.dnn.Transformer method) (autots.tools.autoencoder.VAEAnomalyDetector method) (autots.tools.bayesian_regression.BayesianMultiOutputRegression method) (autots.tools.changepoints.ChangepointDetector method) (autots.tools.fft.FFT method) (autots.tools.g7xx_codec.G711Scaler method) (autots.tools.g7xx_codec.G726Filter method) (autots.tools.hierarchial.hierarchial method) (autots.tools.mocks.MinMaxScaler method) (autots.tools.mocks.StandardScaler method) (autots.tools.shaping.NumericTransformer method)

fit_anomaly_classifier() (in module autots.tools.anomaly_utils) fit_constraint() (in module autots.tools.constraint) fit_transform() (autots.tools.changepoints.ChangepointDetector method) (autots.tools.g7xx_codec.G711Scaler method) (autots.tools.g7xx_codec.G726Filter method) (autots.tools.mocks.MinMaxScaler method) (autots.tools.mocks.StandardScaler method) (autots.tools.shaping.NumericTransformer method) fixangle() (in module autots.tools.lunar) forward() (autots.tools.autoencoder.VAE method) (autots.tools.autoencoder.VAEDecoder method) (autots.tools.autoencoder.VAEEncoder method) (autots.tools.mocks.Module method) 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_metric_evaluation() (in module autots.evaluator.metrics)

G

g711_decode() (in module autots.tools.g7xx_codec) g711_encode() (in module autots.tools.g7xx_codec) G711Scaler (class in autots.tools.g7xx_codec) g726_adpcm_filter() (in module autots.tools.g7xx_codec) G726Filter (class in autots.tools.g7xx_codec) Gaussian (class in autots.tools.fast_kalman) gaussian_mixture() (in module autots.tools.anomaly_utils) generate_harmonics_dataframe() (autots.tools.fft.FFT method) generate_random_changepoint_params() (in module autots.tools.changepoints) generate_random_fir_params() (in module autots.tools.fir_filter) generate_synthetic_daily_data() (in module autots.datasets) (in module autots.datasets.synthetic) get_all_labels() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_anomalies() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_components() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_data() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_fred_data() (in module autots.datasets.fred) get_holiday_config() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_holiday_impacts() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_holiday_splash_impacts() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_lagged_influences() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_level_shifts() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method)

get_market_changepoints() (autots.tools.changepoints.ChangepointDetector method) get_new_params() (autots.tools.changepoints.ChangepointDetector static method) (autots.tools.g7xx_codec.G711Scaler static method) (autots.tools.g7xx_codec.G726Filter static method) get_noise_changepoints() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_noise_to_signal_ratios() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_regressor_impacts() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_regressors() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_seasonality_changepoints() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_series_noise_levels() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_series_scales() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_series_seasonality_strengths() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_series_type_description() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_template() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) get_trend_changepoints() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) 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)

H

half_yr_spacing() (in module autots.tools.changepoints) heb_is_leap() (in module autots.tools.calendar) hierarchial (class in autots.tools.hierarchial)

historic_quantile() (in module autots.tools.probabilistic) holiday_flag() (in module autots.tools.holiday) holiday_new_params() (in module autots.tools.anomaly_utils) holt_winters_damped_matrices() (in module autots.tools.fast_kalman_params)

I

impute() (autots.tools.impute.SeasonalityMotifImputer method) (autots.tools.impute.SimpleSeasonalityMotifImputer method) infer_frequency() (in module autots.tools.shaping) inferred_normal() (in module autots.tools.probabilistic) inverse_transform() (autots.tools.changepoints.ChangepointDetector method) (autots.tools.g7xx_codec.G711Scaler method) (autots.tools.g7xx_codec.G726Filter method) (autots.tools.mocks.StandardScaler method) (autots.tools.shaping.NumericTransformer method)

iterative_mint_reconcile() (in module autots.tools.hierarchial) iterative_volatility_mint_reconcile() (in module autots.tools.hierarchial)

K

kalman_fusion_forecasts() (in module autots.tools.kalman) KalmanFilter (class in autots.tools.fast_kalman) KalmanFilter.Result (class in autots.tools.fast_kalman) 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) ledoit_wolf_covariance() (in module autots.tools.hierarchial) limits_to_anomalies() (in module autots.tools.anomaly_utils) linearity() (in module autots.evaluator.metrics) load_artificial() (in module autots.datasets) load_daily() (in module autots.datasets) load_hourly() (in module autots.datasets) load_linear() (in module autots.datasets) load_live_daily() (in module autots.datasets) load_monthly() (in module autots.datasets)

load_sine() (in module autots.datasets) load_state_dict() (autots.tools.mocks.Module method) load_weekdays() (in module autots.datasets) load_weekly() (in module autots.datasets) load_yearly() (in module autots.datasets) load_zeroes() (in module autots.datasets) long_to_wide() (in module autots.tools.shaping) loop_sk_outliers() (in module autots.tools.anomaly_utils) loop_vae_outliers() (in module autots.tools.autoencoder) lunar_from_lunar() (in module autots.tools.calendar) lunar_from_lunar_full() (in module autots.tools.calendar)

M

machine_summary() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) mae() (in module autots.evaluator.metrics) mda() (in module autots.evaluator.metrics) mean_absolute_differential_error() (in module autots.evaluator.metrics) mean_absolute_error() (in module autots.evaluator.metrics) medae() (in module autots.evaluator.metrics) median_absolute_error() (in module autots.evaluator.metrics) MinMaxScaler (class in autots.tools.mocks) mint_reconcile() (in module autots.tools.hierarchial) mlvb() (in module autots.evaluator.metrics) model_list_to_dict() (in module autots.models.model_list) module autots.datasets autots.datasets.fred autots.datasets.synthetic autots.evaluator autots.evaluator.metrics autots.models autots.models.dnn autots.models.model_list autots.tools autots.tools.anomaly_utils autots.tools.autoencoder autots.tools.bayesian_regression autots.tools.calendar autots.tools.changepoints autots.tools.cointegration autots.tools.constraint autots.tools.cpu_count autots.tools.fast_kalman autots.tools.fast_kalman_params autots.tools.fft autots.tools.fir_filter autots.tools.g7xx_codec autots.tools.hierarchial autots.tools.holiday autots.tools.impute autots.tools.kalman autots.tools.lunar autots.tools.mocks autots.tools.percentile autots.tools.plotting autots.tools.probabilistic autots.tools.seasonal autots.tools.shaping autots.tools.thresholding autots.tools.wavelet autots.tools.window_functions

Module (class in autots.tools.mocks) moon_phase() (in module autots.tools.lunar) moon_phase_alternative() (in module autots.tools.lunar) moon_phase_df() (in module autots.tools.lunar) moon_phase_df_alternative() (in module autots.tools.lunar) mqae() (in module autots.evaluator.metrics) msle() (in module autots.evaluator.metrics)

N

nan_percentile() (in module autots.tools.percentile) nan_quantile() (in module autots.tools.percentile) new_kalman_params() (in module autots.tools.fast_kalman_params) nonparametric() (in module autots.tools.thresholding) nonparametric_multivariate() (in module autots.tools.anomaly_utils)

NonparametricThreshold (class in autots.tools.thresholding) norm (class in autots.tools.mocks) np_2d_arange() (in module autots.tools.window_functions) NumericTransformer (class in autots.tools.shaping) numpy_ffill() (in module autots.evaluator.metrics)

O

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

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

P

percentileofscore_appliable() (in module autots.tools.probabilistic) phase_string() (in module autots.tools.lunar) pinball_loss() (in module autots.evaluator.metrics) plot() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) (autots.tools.changepoints.ChangepointDetector method) plot_distributions() (in module autots.tools.plotting) plot_feature_panels() (in module autots.tools.plotting) plot_forecast_with_intervals() (in module autots.tools.plotting) plot_risk_score_bar() (in module autots.tools.plotting) plot_simulation_paths() (in module autots.tools.plotting) Point_to_Probability() (in module autots.tools.probabilistic) ppf() (autots.tools.mocks.norm method) precomp_wasserstein() (in module autots.evaluator.metrics)

predict() (autots.models.dnn.ElasticNetwork method) (autots.models.dnn.KerasRNN method) (autots.models.dnn.Transformer method) (autots.tools.autoencoder.VAEAnomalyDetector method) (autots.tools.bayesian_regression.BayesianMultiOutputRegression method) (autots.tools.fast_kalman.KalmanFilter method) (autots.tools.fft.FFT method) (in module autots.tools.fast_kalman) predict_next() (autots.tools.fast_kalman.KalmanFilter method) predict_observation() (autots.tools.fast_kalman.KalmanFilter method) (in module autots.tools.fast_kalman) priv_smooth() (in module autots.tools.fast_kalman) priv_update_with_nan_check() (in module autots.tools.fast_kalman) prune_anoms() (autots.tools.thresholding.NonparametricThreshold method)

Q

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

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

R

random_datepart() (in module autots.tools.seasonal) random_matrix() (in module autots.tools.fast_kalman_params) random_state_space() (in module autots.tools.fast_kalman_params) random_state_space_original() (in module autots.tools.fast_kalman_params) reconcile() (autots.tools.hierarchial.hierarchial method) render_template() (autots.datasets.synthetic.SyntheticDailyGenerator class method) (autots.datasets.SyntheticDailyGenerator class method)

reparameterize() (autots.tools.autoencoder.VAE method) retrieve_closest_indices() (in module autots.tools.window_functions) rmse() (in module autots.evaluator.metrics) robust_pinv() (in module autots.tools.kalman) rolling_mean() (in module autots.tools.impute) rolling_window_view() (in module autots.tools.window_functions) root_mean_square_error() (in module autots.evaluator.metrics) rps() (in module autots.evaluator.metrics)

S

sample_posterior() (autots.tools.bayesian_regression.BayesianMultiOutputRegression method) savgol_filter() (in module autots.tools.mocks) scaled_pinball_loss() (in module autots.evaluator.metrics) score_anomalies() (autots.tools.thresholding.NonparametricThreshold method) score_to_anomaly() (in module autots.tools.anomaly_utils) seasonal_independent_match() (in module autots.tools.seasonal) seasonal_int() (in module autots.tools.seasonal) seasonal_linear_imputer() (in module autots.tools.impute) seasonal_repeating_wavelet() (in module autots.tools.seasonal) seasonal_window_match() (in module autots.tools.seasonal) SeasonalityMotifImputer (class in autots.tools.impute) SERIES_TYPE_DESCRIPTIONS (autots.datasets.synthetic.SyntheticDailyGenerator attribute) (autots.datasets.SyntheticDailyGenerator attribute) set_n_jobs() (in module autots.tools.cpu_count) simple_train_test_split() (in module autots.tools.shaping) SimpleSeasonalityMotifImputer (class in autots.tools.impute) sk_outliers() (in module autots.tools.anomaly_utils)

sliding_window_view() (in module autots.tools.window_functions) smape() (in module autots.evaluator.metrics) 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) sosfiltfilt() (in module autots.tools.mocks) 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.mocks) state_dict() (autots.tools.mocks.Module method) subset_series() (in module autots.tools.shaping) summary() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) symmetric_mean_absolute_percentage_error() (in module autots.evaluator.metrics) SyntheticDailyGenerator (class in autots.datasets) (class in autots.datasets.synthetic)

T

TEMPLATE_VERSION (autots.datasets.synthetic.SyntheticDailyGenerator attribute) (autots.datasets.SyntheticDailyGenerator attribute) TensorDataset (class in autots.tools.mocks) threshold_loss() (in module autots.evaluator.metrics) to_csv() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method) to_jd() (in module autots.tools.calendar) todeg() (in module autots.tools.lunar) torad() (in module autots.tools.lunar) tqdm() (in module autots.tools.mocks) train() (autots.tools.mocks.Module method) transform() (autots.tools.changepoints.ChangepointDetector method) (autots.tools.g7xx_codec.G711Scaler method) (autots.tools.g7xx_codec.G726Filter method) (autots.tools.hierarchial.hierarchial method) (autots.tools.mocks.MinMaxScaler method) (autots.tools.mocks.StandardScaler method) (autots.tools.shaping.NumericTransformer method)

Transformer (class in autots.models.dnn) transformer_build_model() (in module autots.models.dnn) transformer_encoder() (in module autots.models.dnn) trimmed_mean() (in module autots.tools.percentile) tune_to_data() (autots.datasets.synthetic.SyntheticDailyGenerator method) (autots.datasets.SyntheticDailyGenerator method)

U

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_with_nan_check() (in module autots.tools.fast_kalman)

V

VAE (class in autots.tools.autoencoder) vae_outliers() (in module autots.tools.autoencoder) VAEAnomalyDetector (class in autots.tools.autoencoder) VAEDecoder (class in autots.tools.autoencoder)

VAEEncoder (class in autots.tools.autoencoder) values_to_anomalies() (in module autots.tools.anomaly_utils) Variable_Point_to_Probability() (in module autots.tools.probabilistic) volatility_weighted_mint_reconcile() (in module autots.tools.hierarchial)

W

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)

Z

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