smooth.ES.transition

property ES.transition: ndarray[tuple[int, ...], dtype[_ScalarType_co]]

$transition).

The transition matrix governs how states evolve from one time period to the next in the state-space formulation: v_t = F @ v_{t-1} + g * e_t

Returns:

Square matrix of shape (n_states, n_states) defining state transitions. Structure depends on model components (ETS, ARIMA).

Return type:

NDArray

Raises:

ValueError – If the model has not been fitted yet.

See also

measurement

Measurement matrix W

states

State values over time

Examples

>>> model = ADAM(model="AAN")
>>> model.fit(y)
>>> F = model.transition

Type:

State transition matrix F (R