gluonts.mx.model.deepstate.issm 模块#

class gluonts.mx.model.deepstate.issm.CompositeISSM(seasonal_issms: List[gluonts.mx.model.deepstate.issm.SeasonalityISSM], add_trend: bool = True)[source]#

基类: gluonts.mx.model.deepstate.issm.ISSM

DEFAULT_ADD_TREND: bool = True#
classmethod get_from_freq(freq: str, add_trend: bool = True)[source]#
get_issm_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]][source]#
latent_dim() → int[source]#
output_dim() → int[source]#
time_features() → List[Callable[[pandas.core.indexes.period.PeriodIndex], numpy.ndarray]][source]#
gluonts.mx.model.deepstate.issm.DayOfWeekSeasonalISSM()[source]#
gluonts.mx.model.deepstate.issm.HourOfDaySeasonalISSM()[source]#
class gluonts.mx.model.deepstate.issm.ISSM[source]#

基类: object

提供创新状态空间模型 (ISSM) 基本结构的抽象类。

ISSM 的结构由以下部分构成：

  • 潜在状态的维度

  • 转移模型的转移系数和创新系数

  • 观测模型的发射系数

emission_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
get_issm_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]][source]#
innovation_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
latent_dim() → int[source]#
output_dim() → int[source]#
time_features() → List[Callable[[pandas.core.indexes.period.PeriodIndex], numpy.ndarray]][source]#
transition_coeff(features: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
class gluonts.mx.model.deepstate.issm.LevelISSM[source]#

基类: gluonts.mx.model.deepstate.issm.ISSM

emission_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
innovation_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
latent_dim() → int[source]#
output_dim() → int[source]#
time_features() → List[Callable[[pandas.core.indexes.period.PeriodIndex], numpy.ndarray]][source]#
transition_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
class gluonts.mx.model.deepstate.issm.LevelTrendISSM[source]#

基类: gluonts.mx.model.deepstate.issm.LevelISSM

latent_dim() → int[source]#
output_dim() → int[source]#
time_features() → List[Callable[[pandas.core.indexes.period.PeriodIndex], numpy.ndarray]][source]#
transition_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
gluonts.mx.model.deepstate.issm.MinuteOfHourSeasonalISSM()[source]#
gluonts.mx.model.deepstate.issm.MonthOfYearSeasonalISSM()[source]#
class gluonts.mx.model.deepstate.issm.SeasonalityISSM(num_seasons: int, time_feature: Callable[[pandas.core.indexes.period.PeriodIndex], numpy.ndarray])[source]#

基类: gluonts.mx.model.deepstate.issm.LevelISSM

实现了周期性季节性，其完全由周期 num_seasons 决定。

emission_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
innovation_coeff(feature: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
latent_dim() → int[source]#
output_dim() → int[source]#
time_features() → List[Callable[[pandas.core.indexes.period.PeriodIndex], numpy.ndarray]][source]#
gluonts.mx.model.deepstate.issm.WeekOfYearSeasonalISSM()[source]#