automl.time_series.ts_model

Prophet Objects

class Prophet(TimeSeriesEstimator)

The class for tuning Prophet.

ARIMA Objects

class ARIMA(StatsModelsEstimator)

The class for tuning ARIMA.

SARIMAX Objects

class SARIMAX(StatsModelsEstimator)

The class for tuning SARIMA.

HoltWinters Objects

class HoltWinters(StatsModelsEstimator)

The class for tuning Holt Winters model, aka 'Triple Exponential Smoothing'.

TS_SKLearn Objects

class TS_SKLearn(TimeSeriesEstimator)

The class for tuning SKLearn Regressors for time-series forecasting

LGBM_TS Objects

class LGBM_TS(TS_SKLearn)

The class for tuning LGBM Regressor for time-series forecasting

XGBoost_TS Objects

class XGBoost_TS(TS_SKLearn)

The class for tuning XGBoost Regressor for time-series forecasting

RF_TS Objects

class RF_TS(TS_SKLearn)

The class for tuning Random Forest Regressor for time-series forecasting

ExtraTrees_TS Objects

class ExtraTrees_TS(TS_SKLearn)

The class for tuning Extra Trees Regressor for time-series forecasting

XGBoostLimitDepth_TS Objects

class XGBoostLimitDepth_TS(TS_SKLearn)

The class for tuning XGBoost Regressor with unlimited depth for time-series forecasting