Index

A

AR (class in gtime.time_series_models)

Average (class in gtime.time_series_models) AverageForecaster (class in gtime.forecasting)

B

blocking_time_series_split() (in module gtime.model_selection)

C

Calendar (class in gtime.feature_extraction) (class in gtime.feature_generation) Constant (class in gtime.feature_generation)

CrestFactorDetrending (class in gtime.feature_extraction) CustomFeature (class in gtime.feature_extraction) CVPipeline (class in gtime.time_series_models)

D

Detrender (class in gtime.feature_extraction)

Drift (class in gtime.time_series_models) DriftForecaster (class in gtime.forecasting)

E

Exogenous (class in gtime.feature_extraction)

ExplainableRegressor (class in gtime.regressors)

F

FeatureCreation (class in gtime.compose) FeatureSplitter (class in gtime.model_selection) fit() (gtime.causality.GrangerCausality method) (gtime.causality.ShiftedLinearCoefficient method) (gtime.causality.ShiftedPearsonCorrelation method) (gtime.feature_extraction.Calendar method) (gtime.feature_extraction.CustomFeature method) (gtime.feature_extraction.Detrender method) (gtime.feature_extraction.Exogenous method) (gtime.feature_extraction.Max method) (gtime.feature_extraction.Min method) (gtime.feature_extraction.MovingAverage method) (gtime.feature_extraction.MovingCustomFunction method) (gtime.feature_extraction.MovingMedian method) (gtime.feature_extraction.Polynomial method) (gtime.feature_extraction.Shift method) (gtime.feature_generation.Calendar method) (gtime.feature_generation.Constant method) (gtime.feature_generation.PeriodicSeasonal method) (gtime.forecasting.AverageForecaster method) (gtime.forecasting.DriftForecaster method) (gtime.forecasting.GAR method) (gtime.forecasting.GARFF method) (gtime.forecasting.HedgeForecaster method) (gtime.forecasting.MultiFeatureGAR method) (gtime.forecasting.MultiFeatureMultiOutputRegressor method) (gtime.forecasting.SeasonalNaiveForecaster method) (gtime.forecasting.TrendForecaster method) (gtime.regressors.ExplainableRegressor method) (gtime.regressors.LinearRegressor method) (gtime.regressors.MultiFeatureMultiOutputRegressor method) (gtime.time_series_models.CVPipeline method) (gtime.time_series_models.TimeSeriesForecastingModel method)

fit_predict() (gtime.forecasting.HedgeForecaster method) fit_transform() (gtime.compose.FeatureCreation method)

G

GAR (class in gtime.forecasting) GARFF (class in gtime.forecasting) get_feature_names() (gtime.feature_generation.Constant method) gmae() (in module gtime.metrics) GrangerCausality (class in gtime.causality) gtime.causality module gtime.compose module gtime.feature_extraction module gtime.feature_generation module

gtime.forecasting module gtime.metrics module gtime.model_selection module gtime.preprocessing module gtime.regressors module gtime.time_series_models module

H

HedgeForecaster (class in gtime.forecasting)

horizon_shift() (in module gtime.model_selection)

L

LinearRegressor (class in gtime.regressors)

log_mse() (in module gtime.metrics)

M

mae() (in module gtime.metrics) mape() (in module gtime.metrics) Max (class in gtime.feature_extraction) max_error() (in module gtime.metrics) Min (class in gtime.feature_extraction) module gtime.causality gtime.compose gtime.feature_extraction gtime.feature_generation gtime.forecasting gtime.metrics gtime.model_selection gtime.preprocessing gtime.regressors gtime.time_series_models

MovingAverage (class in gtime.feature_extraction) MovingCustomFunction (class in gtime.feature_extraction) MovingMedian (class in gtime.feature_extraction) mse() (in module gtime.metrics) MultiFeatureGAR (class in gtime.forecasting) MultiFeatureMultiOutputRegressor (class in gtime.forecasting) (class in gtime.regressors)

N

Naive (class in gtime.time_series_models)

NaiveForecaster (class in gtime.forecasting) non_zero_smape() (in module gtime.metrics)

P

PeriodicSeasonal (class in gtime.feature_generation) Polynomial (class in gtime.feature_extraction) predict() (gtime.forecasting.GAR method) (gtime.forecasting.GARFF method) (gtime.forecasting.MultiFeatureGAR method) (gtime.forecasting.MultiFeatureMultiOutputRegressor method) (gtime.forecasting.TrendForecaster method) (gtime.regressors.ExplainableRegressor method) (gtime.regressors.LinearRegressor method) (gtime.regressors.MultiFeatureMultiOutputRegressor method) (gtime.time_series_models.CVPipeline method) (gtime.time_series_models.TimeSeriesForecastingModel method)

R

r_square() (in module gtime.metrics)

rmse() (in module gtime.metrics) rmsle() (in module gtime.metrics)

S

score() (gtime.time_series_models.TimeSeriesForecastingModel method) SeasonalNaive (class in gtime.time_series_models) SeasonalNaiveForecaster (class in gtime.forecasting) set_model() (gtime.time_series_models.TimeSeriesForecastingModel method) set_params() (gtime.time_series_models.TimeSeriesForecastingModel method)

Shift (class in gtime.feature_extraction) ShiftedLinearCoefficient (class in gtime.causality) ShiftedPearsonCorrelation (class in gtime.causality) smape() (in module gtime.metrics) SortedDensity (class in gtime.feature_extraction)

T

time_series_split() (in module gtime.model_selection) TimeSeriesForecastingModel (class in gtime.time_series_models) TimeSeriesPreparation (class in gtime.preprocessing) transform() (gtime.compose.FeatureCreation method) (gtime.feature_extraction.Calendar method) (gtime.feature_extraction.CrestFactorDetrending method) (gtime.feature_extraction.CustomFeature method) (gtime.feature_extraction.Detrender method) (gtime.feature_extraction.Exogenous method) (gtime.feature_extraction.Max method) (gtime.feature_extraction.Min method) (gtime.feature_extraction.MovingAverage method) (gtime.feature_extraction.MovingCustomFunction method) (gtime.feature_extraction.MovingMedian method) (gtime.feature_extraction.Polynomial method) (gtime.feature_extraction.Shift method) (gtime.feature_extraction.SortedDensity method) (gtime.feature_generation.Calendar method) (gtime.feature_generation.Constant method) (gtime.feature_generation.PeriodicSeasonal method) (gtime.model_selection.FeatureSplitter method) (gtime.preprocessing.TimeSeriesPreparation method)

TrendForecaster (class in gtime.forecasting)