smooth.ES.initial_value

property ES.initial_value: Dict[str, Any]

$initial).

Contains the starting values for each state component at time t=0, which serve as the foundation for the state evolution.

Returns:

Dictionary with keys level (initial level value), trend (initial trend value, only if model has trend), and seasonal (initial seasonal values as array, only if model has seasonality).

Return type:

Dict[str, Any]

Raises:

ValueError – If the model has not been fitted yet.

See also

initial_type

Method used for initialization

Examples

>>> model = ADAM(model="AAA", lags=12)
>>> model.fit(y)
>>> init_level = model.initial_value['level']

Type:

Initial state values used for model fitting (R