Function reference

Sktime

Sktime models

Prophetverse Univariate Prophetverse forecaster with multiple likelihood options.
HierarchicalProphet A Bayesian hierarchical time series forecasting model based on Meta’s Prophet.

Exogenous effects

Exogenous effects

LinearEffect Represents a linear effect in a hierarchical prophet model.
LinearFourierSeasonality Linear Fourier Seasonality effect.
LogEffect Represents a log effect as effect = scale * log(rate * data + 1).
HillEffect Represents a Hill effect in a time series model.
ChainedEffects Chains multiple effects sequentially, applying them one after the other.
GeometricAdstockEffect Represents a Geometric Adstock effect in a time series model.

MMM Likelihoods

MMM Likelihoods

LiftExperimentLikelihood Wrap an effect and applies a normal likelihood to its output.
ExactLikelihood Wrap an effect and applies a normal likelihood to its output.

Target Likelihoods

Likelihoods for the target variable

MultivariateNormal Base class for effects.
NormalTargetLikelihood
GammaTargetLikelihood
NegativeBinomialTargetLikelihood

Budget Optimization

Budget Optimization

BudgetOptimizer Budget optimizer using scipy.optimize.minimize.

Budget Constraints

Budget Constraints

SharedBudgetConstraint Shared budget constraint.
MinimumTargetResponse Minimum target response constraint.

Objective Functions

Objective Functions

MinimizeBudget Minimize budget constraint objective function.
MaximizeKPI Maximize the KPI objective function.
MaximizeROI Maximize return on investment (ROI) objective function.

Budget Parametrizations

Budget Parametrizations