API reference

This pages contains a list of available features in the library.

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

References

• Index

• Module Index