tslearn.forecasting#

The tslearn.forecasting module gathers time series specific forecasting algorithms.

Classes

VARIMA([p, d, q, with_constant, ...])

Vector AutoRegressive Integrated Moving Average (VARIMA) estimator [Raac7751c0adc-1].

AutoVARIMA([max_p, max_d, max_q, ...])

Automatically selects the best Vector Autoregressive Integrated Moving Average (VARIMA) model through Hyndman-Khandakar algorithm [Re82cc02a5163-1] [Re82cc02a5163-2].