Function reference
Sktime
Sktime models
Prophetverse | Univariate Prophetverse forecaster with multiple likelihood options. |
HierarchicalProphet | A Bayesian hierarchical time series forecasting model based on Metaβs 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. |
Trends
Trends
PiecewiseLinearTrend | Piecewise Linear Trend model. |
PiecewiseLogisticTrend | Piecewise logistic trend model. |
FlatTrend | Flat trend model. |
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