Index

A

AlignmentError approx (pymc_forecast.forecaster.Forecaster attribute) (pymc_forecast.forecaster.HMCForecaster attribute) (pymc_forecast.forecaster.PathfinderForecaster attribute) (pymc_forecast.statespace.StatespaceForecaster attribute)

as_dataarray() (in module pymc_forecast.data)

B

backtest() (in module pymc_forecast.evaluate) BacktestResult (class in pymc_forecast.evaluate)

BacktestWindowError build_model() (in module pymc_forecast.model)

C

calendar (pymc_forecast.datasets.M5Data attribute) CHAIN_DIM (in module pymc_forecast.data) concat_covariates() (in module pymc_forecast.data)

concat_time_index() (in module pymc_forecast.data) conditional_mvn() (in module pymc_forecast.gaussian) create_prior() (pymc_forecast.priors.PriorConfig method) crps_empirical() (in module pymc_forecast.metrics)

D

DEFAULT_METRICS (in module pymc_forecast.metrics) default_priors (pymc_forecast.priors.PriorConfig attribute)

DRAW_DIM (in module pymc_forecast.data) draw_posterior() (in module pymc_forecast.fit) duration (pymc_forecast.model.Horizon property)

E

eval_coverage() (in module pymc_forecast.metrics) eval_crps() (in module pymc_forecast.metrics) eval_interval_score() (in module pymc_forecast.metrics) eval_mae() (in module pymc_forecast.metrics) eval_pinball() (in module pymc_forecast.metrics)

eval_rmse() (in module pymc_forecast.metrics) evaluate_forecast() (in module pymc_forecast.metrics) EXPECTED_OBSERVATION_FORECAST_VAR (in module pymc_forecast.model) EXPECTED_OBSERVATION_VAR (in module pymc_forecast.model) extend_time_index() (in module pymc_forecast.data)

F

fit_mcmc() (in module pymc_forecast.fit) fit_pathfinder() (in module pymc_forecast.fit) fit_vi() (in module pymc_forecast.fit) FitResult (class in pymc_forecast.fit) forecast() (in module pymc_forecast.prediction) (pymc_forecast.statespace.StatespaceForecaster method)

FORECAST_VAR (in module pymc_forecast.model) Forecaster (class in pymc_forecast.forecaster) ForecastingModel (class in pymc_forecast.model) fourier_features() (in module pymc_forecast.features) from_data() (pymc_forecast.model.Horizon class method) future (pymc_forecast.model.Horizon property) FUTURE_DIM (in module pymc_forecast.data)

H

HMCForecaster (class in pymc_forecast.forecaster) Horizon (class in pymc_forecast.model)

horizon (pymc_forecast.model.ForecastingModel property) HorizonError

I

idata (pymc_forecast.forecaster.Forecaster attribute) (pymc_forecast.forecaster.HMCForecaster attribute) (pymc_forecast.forecaster.PathfinderForecaster attribute) (pymc_forecast.statespace.StatespaceForecaster attribute)

innovations() (in module pymc_forecast.model) (pymc_forecast.model.ForecastingModel method) is_prior_like() (in module pymc_forecast.priors)

K

keys (pymc_forecast.datasets.M5Data attribute)

L

load_bart_od() (in module pymc_forecast.datasets) load_bart_weekly() (in module pymc_forecast.datasets) load_bart_weekly_by_origin() (in module pymc_forecast.datasets) load_m5() (in module pymc_forecast.datasets) load_us_macro() (in module pymc_forecast.datasets)

load_victoria_electricity() (in module pymc_forecast.datasets) losses (pymc_forecast.forecaster.Forecaster attribute) (pymc_forecast.forecaster.HMCForecaster attribute) (pymc_forecast.forecaster.PathfinderForecaster attribute) (pymc_forecast.statespace.StatespaceForecaster attribute)

M

M5Data (class in pymc_forecast.datasets) make_mase() (in module pymc_forecast.metrics) markov_series() (in module pymc_forecast.markov) (pymc_forecast.model.ForecastingModel method) MethodResolutionError model (pymc_forecast.forecaster.Forecaster attribute) (pymc_forecast.forecaster.HMCForecaster attribute) (pymc_forecast.forecaster.PathfinderForecaster attribute) (pymc_forecast.statespace.StatespaceForecaster attribute) model() (pymc_forecast.model.ForecastingModel method) model_fn (pymc_forecast.forecaster.Forecaster attribute) (pymc_forecast.forecaster.HMCForecaster attribute) (pymc_forecast.forecaster.PathfinderForecaster attribute) (pymc_forecast.statespace.StatespaceForecaster attribute) module pymc_forecast.data pymc_forecast.datasets pymc_forecast.evaluate pymc_forecast.exceptions pymc_forecast.features pymc_forecast.fit pymc_forecast.forecaster pymc_forecast.gaussian pymc_forecast.markov pymc_forecast.metrics pymc_forecast.model pymc_forecast.prediction pymc_forecast.priors pymc_forecast.statespace

MU_FORECAST_VAR (in module pymc_forecast.model) MU_VAR (in module pymc_forecast.model)

N

NotFittedError

null_covariates() (in module pymc_forecast.data)

O

OBS_VAR (in module pymc_forecast.model)

OptionalDependencyError

P

package (pymc_forecast.exceptions.OptionalDependencyError attribute) PathfinderForecaster (class in pymc_forecast.forecaster) periodic_repeat() (in module pymc_forecast.features) posterior_dataset() (in module pymc_forecast.prediction) predict() (in module pymc_forecast.model) (pymc_forecast.model.ForecastingModel method) predict_in_sample() (in module pymc_forecast.prediction) (pymc_forecast.statespace.StatespaceForecaster method) predict_mvn() (in module pymc_forecast.gaussian) prediction_samples() (in module pymc_forecast.prediction) price (pymc_forecast.datasets.M5Data attribute) prior_config (pymc_forecast.priors.PriorConfig property) prior_obs_factory() (in module pymc_forecast.priors) prior_rv_factory() (in module pymc_forecast.priors) PriorConfig (class in pymc_forecast.priors) priors() (pymc_forecast.statespace.StatespaceModel method) pymc_forecast.data module pymc_forecast.datasets module pymc_forecast.evaluate module

pymc_forecast.exceptions module pymc_forecast.features module pymc_forecast.fit module pymc_forecast.forecaster module pymc_forecast.gaussian module pymc_forecast.markov module pymc_forecast.metrics module pymc_forecast.model module pymc_forecast.prediction module pymc_forecast.priors module pymc_forecast.statespace module PymcForecastError

R

results_to_dataframe() (in module pymc_forecast.evaluate)

S

sales (pymc_forecast.datasets.M5Data attribute) SAMPLE_DIMS (in module pymc_forecast.data) ss_mod (pymc_forecast.statespace.StatespaceForecaster attribute)

statespace() (pymc_forecast.statespace.StatespaceModel method) StatespaceForecaster (class in pymc_forecast.statespace) StatespaceModel (class in pymc_forecast.statespace)

T

t_obs (pymc_forecast.model.Horizon property)

thin_draws() (in module pymc_forecast.prediction) TIME_DIM (in module pymc_forecast.data)

V

validate_alignment() (in module pymc_forecast.data)

W

weights (pymc_forecast.datasets.M5Data attribute)

WindowType (in module pymc_forecast.evaluate)