gluonts.model.deepstate.issm module¶
-
class
gluonts.model.deepstate.issm.
CompositeISSM
(seasonal_issms: List[gluonts.model.deepstate.issm.SeasonalityISSM], add_trend: bool = True)[source]¶ Bases:
gluonts.model.deepstate.issm.ISSM
-
DEFAULT_ADD_TREND
: bool = True¶
-
get_issm_coeff
(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]][source]¶
-
-
class
gluonts.model.deepstate.issm.
ISSM
[source]¶ Bases:
object
An abstract class for providing the basic structure of Innovation State Space Model (ISSM).
The structure of ISSM is given by
dimension of the latent state
transition and innovation coefficients of the transition model
emission coefficient of the observation model
-
emission_coeff
(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]¶
-
get_issm_coeff
(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]][source]¶
-
class
gluonts.model.deepstate.issm.
LevelISSM
[source]¶ Bases:
gluonts.model.deepstate.issm.ISSM
-
emission_coeff
(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]¶
-
-
class
gluonts.model.deepstate.issm.
SeasonalityISSM
(num_seasons: int, time_feature: gluonts.time_feature._base.TimeFeature)[source]¶ Bases:
gluonts.model.deepstate.issm.LevelISSM
Implements periodic seasonality which is entirely determined by the period num_seasons.
-
emission_coeff
(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]¶
-