Index

_

__init__() (timesmith.compose.FeatureUnion method) (timesmith.compose.ForecasterPipeline method) (timesmith.compose.Pipeline method) (timesmith.core.BaseEstimator method) (timesmith.core.BayesianChangePointDetector method) (timesmith.core.ButterworthFilter method) (timesmith.core.CUSUMDetector method) (timesmith.core.DecomposeTransformer method) (timesmith.core.DegradationRateFeaturizer method) (timesmith.core.DeseasonalizeTransformer method) (timesmith.core.DetrendTransformer method) (timesmith.core.DifferencingFeaturizer method) (timesmith.core.HampelOutlierRemover method) (timesmith.core.IsolationForestOutlierRemover method) (timesmith.core.LagFeaturizer method) (timesmith.core.MissingDateFiller method) (timesmith.core.MissingValueFiller method) (timesmith.core.OutlierRemover method) (timesmith.core.PELTDetector method) (timesmith.core.Resampler method) (timesmith.core.RollingFeaturizer method) (timesmith.core.SavitzkyGolayFilter method) (timesmith.core.SeasonalBaselineDetector method) (timesmith.core.SeasonalFeaturizer method) (timesmith.core.TimeFeaturizer method) (timesmith.core.VotingEnsembleDetector method) (timesmith.core.WaveletDenoiser method) (timesmith.core.WaveletDetector method) (timesmith.core.ZScoreOutlierRemover method) (timesmith.eval.ExpandingWindowSplit method) (timesmith.eval.ModelComparison method) (timesmith.eval.ModelResult method) (timesmith.eval.SlidingWindowSplit method) (timesmith.forecasters.ARIMAForecaster method) (timesmith.forecasters.BayesianForecaster method) (timesmith.forecasters.BlackScholesMonteCarloForecaster method) (timesmith.forecasters.EnsembleForecaster method) (timesmith.forecasters.ExponentialMovingAverageForecaster method) (timesmith.forecasters.ExponentialSmoothingForecaster method) (timesmith.forecasters.KalmanFilterForecaster method) (timesmith.forecasters.LinearTrendForecaster method) (timesmith.forecasters.LSTMForecaster method) (timesmith.forecasters.MonteCarloForecaster method) (timesmith.forecasters.SimpleMovingAverageForecaster method) (timesmith.forecasters.SyntheticControlForecaster method) (timesmith.forecasters.VARForecaster method) (timesmith.forecasters.WeightedMovingAverageForecaster method) (timesmith.network.Graph method) (timesmith.network.HVGFeaturizer method) (timesmith.network.MultiscaleGraphs method) (timesmith.network.NetworkSignificanceResult method) (timesmith.network.NVGFeaturizer method) (timesmith.network.RecurrenceNetworkFeaturizer method) (timesmith.network.TransferEntropyDetector method) (timesmith.network.TransitionNetworkFeaturizer method)

A

Adapter (class in timesmith.compose) add_result() (timesmith.eval.ModelComparison method) adjacency_matrix() (timesmith.network.Graph method) alpha (timesmith.network.NetworkSignificanceResult attribute)

ARIMAForecaster (class in timesmith.forecasters) as_networkx() (timesmith.network.Graph method) autocorrelation() (in module timesmith.utils) autocorrelation_plot_data() (in module timesmith.utils)

B

backtest_forecaster() (in module timesmith.eval) BaseDetector (class in timesmith.core) BaseEstimator (class in timesmith.core) BaseFeaturizer (class in timesmith.core) BaseForecaster (class in timesmith.core) BaseObject (class in timesmith.core) BaseTransformer (class in timesmith.core)

BayesianChangePointDetector (class in timesmith.core) BayesianForecaster (class in timesmith.forecasters) bias() (in module timesmith.eval) black_scholes_monte_carlo() (in module timesmith.utils) BlackScholesMonteCarloForecaster (class in timesmith.forecasters) bootstrap_confidence_intervals() (in module timesmith.utils) build_windows() (in module timesmith.network) ButterworthFilter (class in timesmith.core)

C

clone() (timesmith.core.BaseObject method) coarse_grain() (in module timesmith.network) compare_metrics() (timesmith.eval.ModelComparison method) compare_models() (in module timesmith.eval) compute_anomalies() (in module timesmith.utils) compute_climatology() (in module timesmith.utils) compute_clustering() (in module timesmith.network) compute_modularity() (in module timesmith.network) compute_network_metric_significance() (in module timesmith.network)

compute_path_lengths() (in module timesmith.network) conditional_transfer_entropy() (in module timesmith.network) confidence_interval (timesmith.network.NetworkSignificanceResult attribute), [1] confidence_intervals (timesmith.eval.ModelResult attribute) correlation_distance() (in module timesmith.utils) create_sequences() (in module timesmith.utils) create_sequences_with_exog() (in module timesmith.utils) cross_correlation_distance() (in module timesmith.utils) CUSUMDetector (class in timesmith.core)

D

DecomposeTransformer (class in timesmith.core) DegradationRateFeaturizer (class in timesmith.core) degree_sequence() (timesmith.network.Graph method) DeseasonalizeTransformer (class in timesmith.core) detect_anomalies_mad() (in module timesmith.utils) detect_extreme_events() (in module timesmith.utils) detect_frequency() (in module timesmith.utils)

detect_seasonality() (in module timesmith.core) detect_trend() (in module timesmith.core) DetrendTransformer (class in timesmith.core) DifferencingFeaturizer (class in timesmith.core) directed (timesmith.network.Graph attribute) directed_3node_motifs() (in module timesmith.network) dtw_distance() (in module timesmith.utils)

E

edges (timesmith.network.Graph attribute) EnsembleForecaster (class in timesmith.forecasters) ensure_datetime_index() (in module timesmith.utils)

euclidean_distance() (in module timesmith.utils) ExpandingWindowSplit (class in timesmith.eval) ExponentialMovingAverageForecaster (class in timesmith.forecasters) ExponentialSmoothingForecaster (class in timesmith.forecasters)

F

FeatureUnion (class in timesmith.compose) featurizers (timesmith.compose.FeatureUnion attribute) fh (timesmith.eval.ExpandingWindowSplit attribute) (timesmith.eval.SlidingWindowSplit attribute) fill_missing_dates() (in module timesmith.utils) fit() (timesmith.compose.FeatureUnion method) (timesmith.compose.ForecasterPipeline method) (timesmith.compose.Pipeline method) (timesmith.core.BaseEstimator method) (timesmith.core.BayesianChangePointDetector method) (timesmith.core.ButterworthFilter method) (timesmith.core.CUSUMDetector method) (timesmith.core.DecomposeTransformer method) (timesmith.core.DegradationRateFeaturizer method) (timesmith.core.DeseasonalizeTransformer method) (timesmith.core.DetrendTransformer method) (timesmith.core.DifferencingFeaturizer method) (timesmith.core.HampelOutlierRemover method) (timesmith.core.IsolationForestOutlierRemover method) (timesmith.core.LagFeaturizer method) (timesmith.core.MissingDateFiller method) (timesmith.core.MissingValueFiller method) (timesmith.core.OutlierRemover method) (timesmith.core.PELTDetector method) (timesmith.core.Resampler method) (timesmith.core.RollingFeaturizer method) (timesmith.core.SavitzkyGolayFilter method) (timesmith.core.SeasonalBaselineDetector method) (timesmith.core.SeasonalFeaturizer method) (timesmith.core.TimeFeaturizer method) (timesmith.core.VotingEnsembleDetector method) (timesmith.core.WaveletDenoiser method) (timesmith.core.WaveletDetector method) (timesmith.core.ZScoreOutlierRemover method) (timesmith.forecasters.ARIMAForecaster method) (timesmith.forecasters.BayesianForecaster method) (timesmith.forecasters.BlackScholesMonteCarloForecaster method) (timesmith.forecasters.EnsembleForecaster method) (timesmith.forecasters.ExponentialMovingAverageForecaster method) (timesmith.forecasters.ExponentialSmoothingForecaster method) (timesmith.forecasters.KalmanFilterForecaster method) (timesmith.forecasters.LinearTrendForecaster method) (timesmith.forecasters.LSTMForecaster method) (timesmith.forecasters.MonteCarloForecaster method) (timesmith.forecasters.SimpleMovingAverageForecaster method) (timesmith.forecasters.SyntheticControlForecaster method) (timesmith.forecasters.VARForecaster method) (timesmith.forecasters.WeightedMovingAverageForecaster method) (timesmith.network.HVGFeaturizer method) (timesmith.network.MultiscaleGraphs method) (timesmith.network.NVGFeaturizer method) (timesmith.network.RecurrenceNetworkFeaturizer method) (timesmith.network.TransferEntropyDetector method) (timesmith.network.TransitionNetworkFeaturizer method)

fit_transform() (timesmith.core.BaseTransformer method) (timesmith.network.MultiscaleGraphs method) forecast (timesmith.eval.ModelResult attribute) forecaster (timesmith.compose.ForecasterPipeline attribute) ForecasterPipeline (class in timesmith.compose)

G

generate_surrogate() (in module timesmith.network) get_best_model() (timesmith.eval.ModelComparison method) get_components() (timesmith.core.DecomposeTransformer method) get_order() (timesmith.forecasters.ARIMAForecaster method) get_params() (timesmith.compose.FeatureUnion method) (timesmith.compose.ForecasterPipeline method) (timesmith.compose.Pipeline method) (timesmith.core.BaseObject method)

get_posterior_summary() (timesmith.forecasters.BayesianForecaster method) get_tags() (in module timesmith.core) get_wavelet_coefficients() (timesmith.core.WaveletDetector method) get_weights() (timesmith.forecasters.SyntheticControlForecaster method) Graph (class in timesmith.network) graph_summary() (in module timesmith.network)

H

HampelOutlierRemover (class in timesmith.core)

HVGFeaturizer (class in timesmith.network)

I

in_degree_sequence() (timesmith.network.Graph method) initial_window (timesmith.eval.ExpandingWindowSplit attribute) inverse_transform() (timesmith.compose.Pipeline method) (timesmith.core.BaseTransformer method) (timesmith.core.DecomposeTransformer method) (timesmith.core.DeseasonalizeTransformer method) (timesmith.core.DetrendTransformer method)

is_fitted (timesmith.core.BaseEstimator property) is_stationary() (in module timesmith.utils) IsolationForestOutlierRemover (class in timesmith.core)

K

KalmanFilterForecaster (class in timesmith.forecasters)

L

LagFeaturizer (class in timesmith.core) LinearTrendForecaster (class in timesmith.forecasters)

load_ts_data() (in module timesmith.utils) LSTMForecaster (class in timesmith.forecasters)

M

mae() (in module timesmith.eval) make_forecaster_pipeline() (in module timesmith.compose) make_pipeline() (in module timesmith.compose) manhattan_distance() (in module timesmith.utils) mape() (in module timesmith.eval) metric_name (timesmith.network.NetworkSignificanceResult attribute), [1] metrics (timesmith.eval.ModelResult attribute) MissingDateFiller (class in timesmith.core) MissingValueFiller (class in timesmith.core) model_params (timesmith.eval.ModelResult attribute) ModelComparison (class in timesmith.eval)

ModelResult (class in timesmith.eval) module timesmith.compose timesmith.core timesmith.eval timesmith.forecasters timesmith.network timesmith.utils monte_carlo_simulation() (in module timesmith.utils) MonteCarloForecaster (class in timesmith.forecasters) MultiscaleGraphs (class in timesmith.network)

N

n_edges (timesmith.network.Graph property) n_nodes (timesmith.network.Graph attribute) n_surrogates (timesmith.network.NetworkSignificanceResult attribute), [1] name (timesmith.eval.ModelResult attribute) net_enn() (in module timesmith.network) net_knn() (in module timesmith.network)

network_metrics() (in module timesmith.network) NetworkSignificanceResult (class in timesmith.network) node_roles() (in module timesmith.network) null_mean (timesmith.network.NetworkSignificanceResult attribute), [1] null_std (timesmith.network.NetworkSignificanceResult attribute), [1] NVGFeaturizer (class in timesmith.network)

O

observed_value (timesmith.network.NetworkSignificanceResult attribute), [1]

out_degree_sequence() (timesmith.network.Graph method) OutlierRemover (class in timesmith.core)

P

p_value (timesmith.network.NetworkSignificanceResult attribute), [1] parametric_confidence_intervals() (in module timesmith.utils) partial_autocorrelation() (in module timesmith.utils) PELTDetector (class in timesmith.core) Pipeline (class in timesmith.compose) plot_autocorrelation() (in module timesmith.utils) plot_forecast() (in module timesmith.utils) plot_monte_carlo() (in module timesmith.utils) plot_monte_carlo_paths() (in module timesmith.utils) plot_multiple_series() (in module timesmith.utils) plot_residuals() (in module timesmith.utils) plot_timeseries() (in module timesmith.utils) predict() (timesmith.compose.ForecasterPipeline method) (timesmith.core.BaseDetector method) (timesmith.core.BaseForecaster method) (timesmith.core.BayesianChangePointDetector method) (timesmith.core.CUSUMDetector method) (timesmith.core.PELTDetector method) (timesmith.core.SeasonalBaselineDetector method) (timesmith.core.VotingEnsembleDetector method) (timesmith.core.WaveletDetector method) (timesmith.forecasters.ARIMAForecaster method) (timesmith.forecasters.BayesianForecaster method) (timesmith.forecasters.BlackScholesMonteCarloForecaster method) (timesmith.forecasters.EnsembleForecaster method) (timesmith.forecasters.ExponentialMovingAverageForecaster method) (timesmith.forecasters.ExponentialSmoothingForecaster method) (timesmith.forecasters.KalmanFilterForecaster method) (timesmith.forecasters.LinearTrendForecaster method) (timesmith.forecasters.LSTMForecaster method) (timesmith.forecasters.MonteCarloForecaster method) (timesmith.forecasters.SimpleMovingAverageForecaster method) (timesmith.forecasters.SyntheticControlForecaster method) (timesmith.forecasters.VARForecaster method) (timesmith.forecasters.WeightedMovingAverageForecaster method) (timesmith.network.TransferEntropyDetector method)

predict_interval() (timesmith.compose.ForecasterPipeline method) (timesmith.core.BaseForecaster method) (timesmith.forecasters.ARIMAForecaster method) (timesmith.forecasters.BayesianForecaster method) (timesmith.forecasters.BlackScholesMonteCarloForecaster method) (timesmith.forecasters.ExponentialSmoothingForecaster method) (timesmith.forecasters.KalmanFilterForecaster method) (timesmith.forecasters.LSTMForecaster method) (timesmith.forecasters.MonteCarloForecaster method) (timesmith.forecasters.VARForecaster method) preprocess_for_changepoint() (in module timesmith.core)

R

r2_score() (in module timesmith.eval) RecurrenceNetworkFeaturizer (class in timesmith.network) remove_outliers_iqr() (in module timesmith.utils)

resample_ts() (in module timesmith.utils) Resampler (class in timesmith.core) rmse() (in module timesmith.eval) RollingFeaturizer (class in timesmith.core)

S

SavitzkyGolayFilter (class in timesmith.core) scale_signature() (timesmith.network.MultiscaleGraphs method) score() (timesmith.core.BaseDetector method) (timesmith.core.BayesianChangePointDetector method) (timesmith.core.CUSUMDetector method) (timesmith.core.PELTDetector method) (timesmith.core.SeasonalBaselineDetector method) (timesmith.core.VotingEnsembleDetector method) (timesmith.core.WaveletDetector method) (timesmith.network.TransferEntropyDetector method) SeasonalBaselineDetector (class in timesmith.core) SeasonalFeaturizer (class in timesmith.core) set_params() (timesmith.compose.FeatureUnion method) (timesmith.compose.ForecasterPipeline method) (timesmith.compose.Pipeline method) (timesmith.core.BaseObject method)

set_tags() (in module timesmith.core) significant (timesmith.network.NetworkSignificanceResult attribute), [1] SimpleMovingAverageForecaster (class in timesmith.forecasters) SlidingWindowSplit (class in timesmith.eval) smape() (in module timesmith.eval) split() (timesmith.eval.ExpandingWindowSplit method) (timesmith.eval.SlidingWindowSplit method) split_ts() (in module timesmith.utils) stats() (timesmith.network.MultiscaleGraphs method) step_size (timesmith.eval.ExpandingWindowSplit attribute) (timesmith.eval.SlidingWindowSplit attribute) steps (timesmith.compose.ForecasterPipeline attribute) (timesmith.compose.Pipeline attribute) summarize_backtest() (in module timesmith.eval) summary() (timesmith.network.Graph method) surrogate_method (timesmith.network.NetworkSignificanceResult attribute), [1] SyntheticControlForecaster (class in timesmith.forecasters)

T

test_stationarity() (in module timesmith.utils) TimeFeaturizer (class in timesmith.core) timesmith.compose module timesmith.core module timesmith.eval module timesmith.forecasters module timesmith.network module timesmith.utils module train_test_split() (in module timesmith.utils) transfer_entropy() (in module timesmith.network) transfer_entropy_network() (in module timesmith.network) TransferEntropyDetector (class in timesmith.network) transform() (timesmith.compose.Adapter method) (timesmith.compose.FeatureUnion method) (timesmith.compose.Pipeline method) (timesmith.core.BaseFeaturizer method) (timesmith.core.BaseTransformer method) (timesmith.core.ButterworthFilter method) (timesmith.core.DecomposeTransformer method) (timesmith.core.DegradationRateFeaturizer method) (timesmith.core.DeseasonalizeTransformer method) (timesmith.core.DetrendTransformer method) (timesmith.core.DifferencingFeaturizer method) (timesmith.core.HampelOutlierRemover method) (timesmith.core.IsolationForestOutlierRemover method) (timesmith.core.LagFeaturizer method) (timesmith.core.MissingDateFiller method) (timesmith.core.MissingValueFiller method) (timesmith.core.OutlierRemover method) (timesmith.core.Resampler method) (timesmith.core.RollingFeaturizer method) (timesmith.core.SavitzkyGolayFilter method) (timesmith.core.SeasonalFeaturizer method) (timesmith.core.TimeFeaturizer method) (timesmith.core.WaveletDenoiser method) (timesmith.core.ZScoreOutlierRemover method) (timesmith.network.HVGFeaturizer method) (timesmith.network.NVGFeaturizer method) (timesmith.network.RecurrenceNetworkFeaturizer method) (timesmith.network.TransitionNetworkFeaturizer method)

TransitionNetworkFeaturizer (class in timesmith.network) ts_to_windows() (in module timesmith.network)

U

ubrmse() (in module timesmith.eval)

undirected_4node_motifs() (in module timesmith.network)

V

validate_input() (in module timesmith.core)

VARForecaster (class in timesmith.forecasters) VotingEnsembleDetector (class in timesmith.core)

W

WaveletDenoiser (class in timesmith.core) WaveletDetector (class in timesmith.core)

weighted (timesmith.network.Graph attribute) WeightedMovingAverageForecaster (class in timesmith.forecasters) window_size (timesmith.eval.SlidingWindowSplit attribute)

Z

z_score (timesmith.network.NetworkSignificanceResult attribute), [1]

ZScoreOutlierRemover (class in timesmith.core)