API reference

Classes

ADAM([model, lags, ar_order, i_order, ...])

ADAM: Augmented Dynamic Adaptive Model for Time Series Forecasting.

ES([model, lags, persistence, phi, initial, ...])

Exponential Smoothing in Single Source of Error (SSOE) state space model.

Functions

msdecompose(y[, lags, type, smoother])

Multiple seasonal decomposition of time series with multiple frequencies.