gluonts.model.deepstate.issm module

class gluonts.model.deepstate.issm.CompositeISSM(seasonal_issms: List[gluonts.model.deepstate.issm.SeasonalityISSM], add_trend: bool = True)

Bases: gluonts.model.deepstate.issm.ISSM

DEFAULT_ADD_TREND: bool = True

classmethod get_from_freq(freq: str, 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]]

latent_dim() → int

output_dim() → int

time_features() → List[gluonts.time_feature._base.TimeFeature]

gluonts.model.deepstate.issm.DayOfWeekSeasonalISSM()

gluonts.model.deepstate.issm.HourOfDaySeasonalISSM()

class gluonts.model.deepstate.issm.ISSM

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]

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]]

innovation_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]

latent_dim() → int

output_dim() → int

time_features() → List[gluonts.time_feature._base.TimeFeature]

transition_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]

class gluonts.model.deepstate.issm.LevelISSM

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]

innovation_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]

latent_dim() → int

output_dim() → int

time_features() → List[gluonts.time_feature._base.TimeFeature]

transition_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]

class gluonts.model.deepstate.issm.LevelTrendISSM

Bases: gluonts.model.deepstate.issm.LevelISSM

latent_dim() → int

output_dim() → int

time_features() → List[gluonts.time_feature._base.TimeFeature]

transition_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]

gluonts.model.deepstate.issm.MinuteOfHourSeasonalISSM()

gluonts.model.deepstate.issm.MonthOfYearSeasonalISSM()

class gluonts.model.deepstate.issm.SeasonalityISSM(num_seasons: int, time_feature: gluonts.time_feature._base.TimeFeature)

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]

innovation_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]

latent_dim() → int

output_dim() → int

time_features() → List[gluonts.time_feature._base.TimeFeature]

gluonts.model.deepstate.issm.WeekOfYearSeasonalISSM()

class gluonts.model.deepstate.issm.ZeroFeature

Bases: gluonts.time_feature._base.TimeFeature

A feature that is identically zero.