Welcome to giotto-time’s API reference!

Contents:

• API reference
  • Causality Tests
    • GrangerCausality
    • ShiftedLinearCoefficient
    • ShiftedPearsonCorrelation
  • Compose
    • FeatureCreation
  • Feature Extraction
    • Calendar
    • CrestFactorDetrending
    • CustomFeature
    • Detrender
    • Exogenous
    • Max
    • Min
    • MovingAverage
    • MovingCustomFunction
    • MovingMedian
    • Polynomial
    • Shift
    • SortedDensity
  • Feature Generation
    • Calendar
    • Constant
    • PeriodicSeasonal
  • Forecasting
    • AverageForecaster
    • DriftForecaster
    • GAR
    • GARFF
    • HedgeForecaster
    • MultiFeatureGAR
    • MultiFeatureMultiOutputRegressor
    • NaiveForecaster
    • SeasonalNaiveForecaster
    • TrendForecaster
  • Metrics
    • gmae()
    • log_mse()
    • mae()
    • mape()
    • max_error()
    • mse()
    • non_zero_smape()
    • r_square()
    • rmse()
    • rmsle()
    • smape()
  • Model Selection
    • FeatureSplitter
    • blocking_time_series_split()
    • horizon_shift()
    • time_series_split()
  • Preprocessing
    • TimeSeriesPreparation
  • Regressors
    • ExplainableRegressor
    • LinearRegressor
    • MultiFeatureMultiOutputRegressor
  • Time Series Models
    • AR
    • Average
    • CVPipeline
    • Drift
    • Naive
    • SeasonalNaive
    • TimeSeriesForecastingModel
  • References

References

• Index

• Module Index