Time series forecasting pipelines

examples.simple.time_series_forecasting.ts_pipelines.ts_ets_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_ets_pipeline.png

Where cut - cut part of dataset and ets - exponential smoothing

examples.simple.time_series_forecasting.ts_pipelines.ts_ets_ridge_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_ets_ridge_pipeline.png

Where cut - cut part of dataset, ets - exponential smoothing

examples.simple.time_series_forecasting.ts_pipelines.ts_glm_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_glm_pipeline.png

Where glm - Generalized linear model

examples.simple.time_series_forecasting.ts_pipelines.ts_glm_ridge_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_glm_ridge_pipeline.png

Where glm - Generalized linear model

examples.simple.time_series_forecasting.ts_pipelines.ts_polyfit_pipeline(degree)[source]

Return pipeline with the following structure:

../_images/ts_polyfit_pipeline.png

Where polyfit - Polynomial interpolation

examples.simple.time_series_forecasting.ts_pipelines.ts_polyfit_ridge_pipeline(degree)[source]

Return pipeline with the following structure:

../_images/ts_polyfit_ridge_pipeline.png

Where polyfit - Polynomial interpolation

examples.simple.time_series_forecasting.ts_pipelines.ts_complex_ridge_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_complex_ridge_pipeline.png
examples.simple.time_series_forecasting.ts_pipelines.ts_complex_ridge_smoothing_pipeline()[source]

Pipeline looking like this

../_images/ts_complex_ridge_smoothing_pipeline.png

Where smoothing - rolling mean

examples.simple.time_series_forecasting.ts_pipelines.ts_complex_dtreg_pipeline(first_node='lagged')[source]

Return pipeline with the following structure:

../_images/ts_complex_dtreg_pipeline.png

Where dtreg = tree regressor, rfr - random forest regressor

examples.simple.time_series_forecasting.ts_pipelines.ts_multiple_ets_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_multiple_ets_pipeline.png

Where ets - exponential_smoothing

examples.simple.time_series_forecasting.ts_pipelines.ts_ar_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_ar_pipeline.png

Where ar - auto regression

examples.simple.time_series_forecasting.ts_pipelines.ts_arima_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_arima_pipeline.png
examples.simple.time_series_forecasting.ts_pipelines.ts_stl_arima_pipeline()[source]

Return pipeline with the following structure:

../_images/ts_stl_arima_pipeline.png
examples.simple.time_series_forecasting.ts_pipelines.ts_locf_ridge_pipeline()[source]

Pipeline with naive LOCF (last observation carried forward) model and lagged features

../_images/ts_locf_ridge_pipeline.png
examples.simple.time_series_forecasting.ts_pipelines.ts_naive_average_ridge_pipeline()[source]

Pipeline with simple forecasting model (the forecast is mean value for known part)

../_images/ts_naive_average_ridge_pipeline.png
examples.simple.time_series_forecasting.ts_pipelines.cgru_pipeline(window_size=200)[source]

Return pipeline with the following structure:

../_images/cgru_pipeline.png

Where cgru - convolutional long short-term memory model