Index

A

ACFDetector (class in kats.detectors.seasonality) acfpacf_features (kats.tsfeatures.tsfeatures.TsFeatures attribute) acfpacf_lag (kats.tsfeatures.tsfeatures.TsFeatures attribute) add_noise() (kats.utils.simulator.Simulator method) add_seasonality() (kats.utils.simulator.Simulator method) add_trend() (kats.utils.simulator.Simulator method) aggregate (kats.detectors.hourly_ratio_detection.HourlyRatioDetector attribute) aggregate() (kats.models.ensemble.kats_ensemble.KatsEnsemble method) (kats.models.reconciliation.base_models.GetAggregateTS method)

alert_change_direction (kats.detectors.cusum_model.CUSUMDetectorModel attribute) alert_fired (kats.detectors.cusum_model.CUSUMDetectorModel attribute) all_models (kats.models.metalearner.get_metadata.GetMetaData attribute) all_params (kats.models.metalearner.get_metadata.GetMetaData attribute) alpha (kats.models.linear_model.LinearModelParams attribute) alpha_prior (kats.detectors.bocpd.PoissonModelParameters attribute) arima_sim() (kats.utils.simulator.Simulator method) ARIMAModel (class in kats.models.arima) ARIMAParams (class in kats.models.arima)

B

BackTesterExpandingWindow (class in kats.utils.backtesters) BackTesterFixedWindow (class in kats.utils.backtesters) BackTesterParent (class in kats.utils.backtesters) BackTesterRollingWindow (class in kats.utils.backtesters) BackTesterSimple (class in kats.utils.backtesters) backTestExecutor() (kats.models.ensemble.kats_ensemble.KatsEnsemble method) BaseEnsemble (class in kats.models.ensemble.ensemble) BaseModelParams (class in kats.models.ensemble.ensemble) baseModels (kats.models.reconciliation.thm.TemporalHierarchicalModel attribute) BaseTHModel (class in kats.models.reconciliation.base_models) BayesianOptSearch (class in kats.utils.time_series_parameter_tuning) BayesianVAR (class in kats.models.bayesian_var)

BayesianVARParams (class in kats.models.bayesian_var) BBANDS() (in module kats.models.nowcasting.feature_extraction) BenchmarkEvaluator (class in kats.detectors.changepoint_evaluator) beta_prior (kats.detectors.bocpd.PoissonModelParameters attribute) bocp_detector (kats.tsfeatures.tsfeatures.TsFeatures attribute) BocpdDetectorModel (class in kats.detectors.bocpd_model) BOCPDetector (class in kats.detectors.bocpd) BOCPDMetadata (class in kats.detectors.bocpd) BOCPDModelParameters (class in kats.detectors.bocpd) BOCPDModelType (class in kats.detectors.bocpd) bootstrap_size (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) build_network() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method)

C

calc_error() (kats.utils.backtesters.BackTesterParent method) calc_mae() (in module kats.models.reconciliation.base_models) calc_mape() (in module kats.models.reconciliation.base_models) cap (kats.models.prophet.ProphetParams attribute) categorical_idx (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute) change() (in module kats.detectors.cusum_model) changepoint_prior_scale (kats.models.prophet.ProphetParams attribute) changepoint_range (kats.models.prophet.ProphetParams attribute) changepoints (kats.models.prophet.ProphetParams attribute) check_data() (in module kats.detectors.bocpd) check_seasonality() (kats.models.theta.ThetaModel method) clean_dummy_CI() (kats.models.ensemble.kats_ensemble.KatsEnsemble static method) concentrate_scale (kats.models.sarima.SARIMAParams attribute) confidence (kats.consts.TimeSeriesChangePoint attribute)

confidence_level (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) ConfidenceBand (class in kats.detectors.detector_consts) count_category() (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) cp_index (kats.detectors.cusum_detection.CUSUMMetadata attribute) cp_prior (kats.detectors.bocpd.BOCPDModelParameters attribute) cps (kats.detectors.cusum_model.CUSUMDetectorModel attribute) create_search_method() (kats.utils.time_series_parameter_tuning.SearchMethodFactory static method) CrossValidation (class in kats.utils.backtesters) custom_seasonlities (kats.models.prophet.ProphetParams attribute) cusum_detector (kats.tsfeatures.tsfeatures.TsFeatures attribute) CUSUMDetector (class in kats.detectors.cusum_detection) CUSUMDetectorModel (class in kats.detectors.cusum_model) CUSUMMetadata (class in kats.detectors.cusum_detection) CusumScoreFunction (class in kats.detectors.cusum_model)

D

d (kats.models.arima.ARIMAParams attribute) (kats.models.sarima.SARIMAParams attribute) daily_seasonality (kats.models.prophet.ProphetParams attribute) damped (kats.models.holtwinters.HoltWintersParams attribute) data (kats.detectors.cusum_detection.MultiCUSUMDetector attribute) (kats.detectors.detector.Detector attribute) (kats.detectors.hourly_ratio_detection.HourlyRatioDetector attribute) (kats.detectors.outlier.MultivariateAnomalyDetector attribute) (kats.detectors.outlier.OutlierDetector attribute) (kats.detectors.seasonality.ACFDetector attribute) (kats.detectors.seasonality.FFTDetector attribute) (kats.models.arima.ARIMAModel attribute) (kats.models.bayesian_var.BayesianVAR attribute) (kats.models.ensemble.kats_ensemble.KatsEnsemble attribute) (kats.models.ensemble.median_ensemble.MedianEnsembleModel attribute) (kats.models.ensemble.weighted_avg_ensemble.WeightedAvgEnsemble attribute) (kats.models.holtwinters.HoltWintersModel attribute) (kats.models.linear_model.LinearModel attribute) (kats.models.lstm.LSTMModel attribute) (kats.models.metalearner.get_metadata.GetMetaData attribute) (kats.models.prophet.ProphetModel attribute) (kats.models.quadratic_model.QuadraticModel attribute) (kats.models.reconciliation.base_models.GetAggregateTS attribute) (kats.models.reconciliation.thm.TemporalHierarchicalModel attribute) (kats.models.sarima.SARIMAModel attribute) (kats.models.stlf.STLFModel attribute) (kats.models.theta.ThetaModel attribute) (kats.models.var.VARModel attribute) (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) (kats.utils.decomposition.TimeSeriesDecomposition attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute)

data_x (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute) data_y (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute) dataset_name (kats.detectors.changepoint_evaluator.Evaluation attribute) dataX (kats.models.metalearner.metalearner_modelselect.RandomDownSampler attribute) dataY (kats.models.metalearner.metalearner_modelselect.RandomDownSampler attribute) dates (kats.models.arima.ARIMAParams attribute) decomp (kats.detectors.outlier.OutlierDetector attribute) (kats.tsfeatures.tsfeatures.TsFeatures attribute) decomposed (kats.detectors.seasonality.ACFDetector attribute) decomposer() (kats.utils.decomposition.TimeSeriesDecomposition method) decomposition (kats.utils.decomposition.TimeSeriesDecomposition attribute) default (kats.tsfeatures.tsfeatures.TsFeatures attribute) default_model (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute) delta (kats.detectors.cusum_detection.CUSUMMetadata attribute) delta_std_ratio (kats.detectors.cusum_model.CUSUMDetectorModel attribute) deseasonalize() (kats.models.ensemble.kats_ensemble.KatsEnsemble static method) (kats.models.stlf.STLFModel method) (kats.models.theta.ThetaModel method) deserialize_from_zippy() (in module kats.models.nowcasting.model_io) Detector (class in kats.detectors.detector) detector() (kats.detectors.bocpd.BOCPDetector method) (kats.detectors.cusum_detection.CUSUMDetector method) (kats.detectors.cusum_detection.MultiCUSUMDetector method) (kats.detectors.hourly_ratio_detection.HourlyRatioDetector method) (kats.detectors.outlier.MultivariateAnomalyDetector method) (kats.detectors.outlier.OutlierDetector method) (kats.detectors.seasonality.ACFDetector method) (kats.detectors.seasonality.FFTDetector method) (kats.detectors.trend_mk.MKDetector method) detector_type (kats.detectors.trend_mk.MKMetadata attribute) DetectorModel (class in kats.detectors.detector) diagnose() (kats.utils.emp_confidence_int.EmpConfidenceInt method) direction (kats.detectors.cusum_detection.CUSUMMetadata attribute)

E

EMA() (in module kats.models.nowcasting.feature_extraction) EmpConfidenceInt (class in kats.utils.emp_confidence_int) empirical (kats.detectors.bocpd.NormalKnownParameters attribute) end_time (kats.consts.TimeSeriesChangePoint attribute) end_train_percentage (kats.utils.backtesters.BackTesterExpandingWindow attribute) enforce_invertibility (kats.models.sarima.SARIMAParams attribute) enforce_stationarity (kats.models.sarima.SARIMAParams attribute) error_funcs (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) error_method (kats.models.metalearner.get_metadata.GetMetaData attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) error_methods (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute)

errors (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) evaluate_arm() (kats.utils.time_series_parameter_tuning.TimeSeriesEvaluationMetric method) Evaluation (class in kats.detectors.changepoint_evaluator) evaluation_function (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.TimeSeriesEvaluationMetric attribute) executor (kats.models.metalearner.get_metadata.GetMetaData attribute) exog (kats.models.arima.ARIMAParams attribute) (kats.models.sarima.SARIMAParams attribute) expanding_steps (kats.utils.backtesters.BackTesterExpandingWindow attribute) experiment_name (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.GridSearch attribute) (kats.utils.time_series_parameter_tuning.RandomSearch attribute) (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning attribute) extend() (kats.consts.TimeSeriesData method)

F

f_measure() (in module kats.detectors.changepoint_evaluator) f_score (kats.detectors.changepoint_evaluator.Evaluation attribute) fcsts (kats.models.reconciliation.base_models.BaseTHModel attribute) feature_extraction() (kats.models.nowcasting.nowcasting.NowcastingModel method) feature_group_mapping (kats.tsfeatures.tsfeatures.TsFeatures attribute) fetch_trial_data() (kats.utils.time_series_parameter_tuning.TimeSeriesEvaluationMetric method) FFTDetector (class in kats.detectors.seasonality) Final (class in kats.utils.time_series_parameter_tuning) final_filter (kats.tsfeatures.tsfeatures.TsFeatures attribute) fit() (kats.detectors.bocpd_model.BocpdDetectorModel method) (kats.detectors.prophet_detector.ProphetDetectorModel method) (kats.detectors.stat_sig_detector.StatSigDetectorModel method) (kats.models.arima.ARIMAModel method) (kats.models.bayesian_var.BayesianVAR method) (kats.models.ensemble.ensemble.BaseEnsemble method) (kats.models.ensemble.kats_ensemble.KatsEnsemble method) (kats.models.harmonic_regression.HarmonicRegressionModel method) (kats.models.holtwinters.HoltWintersModel method) (kats.models.linear_model.LinearModel method) (kats.models.lstm.LSTMModel method) (kats.models.model.Model method) (kats.models.nowcasting.nowcasting.NowcastingModel method) (kats.models.prophet.ProphetModel method) (kats.models.quadratic_model.QuadraticModel method) (kats.models.reconciliation.thm.TemporalHierarchicalModel method) (kats.models.sarima.SARIMAModel method) (kats.models.stlf.STLFModel method) (kats.models.theta.ThetaModel method) (kats.models.var.VARModel method) (kats.utils.cupik.Pipeline method)

fit_harmonics() (kats.models.harmonic_regression.HarmonicRegressionModel method) fit_predict() (kats.detectors.bocpd_model.BocpdDetectorModel method) (kats.detectors.cusum_model.CUSUMDetectorModel method) (kats.detectors.prophet_detector.ProphetDetectorModel method) (kats.detectors.stat_sig_detector.MultiStatSigDetectorModel method) (kats.detectors.stat_sig_detector.StatSigDetectorModel method) fit_resample() (kats.models.metalearner.metalearner_modelselect.RandomDownSampler method) fitExecutor() (kats.models.ensemble.kats_ensemble.KatsEnsemble method) floor (kats.models.prophet.ProphetParams attribute) forecast() (kats.models.ensemble.kats_ensemble.KatsEnsemble method) forecastExecutor() (kats.models.ensemble.kats_ensemble.KatsEnsemble method) forward() (kats.models.lstm.LSTMForecast method) (kats.models.metalearner.metalearner_hpt.MultitaskNet method) fourier_series() (kats.models.harmonic_regression.HarmonicRegressionModel static method) freq (kats.detectors.hourly_ratio_detection.HourlyRatioDetector attribute) (kats.models.arima.ARIMAParams attribute) (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.simulator.Simulator attribute) freq_to_timedelta() (kats.consts.TimeSeriesData method)

G

generate_evaluate_new_parameter_values() (kats.utils.time_series_parameter_tuning.BayesianOptSearch method) (kats.utils.time_series_parameter_tuning.GridSearch method) (kats.utils.time_series_parameter_tuning.RandomSearch method) (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning method) generator_run_for_search_method() (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning method) get_acf_features() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_acfpacf_features() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_anomalous_metrics() (kats.detectors.outlier.MultivariateAnomalyDetector method) get_anomaly_timepoints() (kats.detectors.outlier.MultivariateAnomalyDetector method) get_binarize_mean() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_bocp_detector() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_change_prob() (kats.detectors.bocpd.BOCPDetector method) get_corr_mtx() (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) get_cp_index() (in module kats.detectors.changepoint_evaluator) get_crossing_points() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_cusum_detector() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_default_arima_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_arnet_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_holtwinters_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_model() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) get_default_prophet_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_sarima_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_stlf_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_theta_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_default_var_parameter_search_space() (in module kats.utils.parameter_tuning_utils) get_eci() (kats.utils.emp_confidence_int.EmpConfidenceInt method) get_error_value() (kats.utils.backtesters.BackTesterParent method) (kats.utils.backtesters.CrossValidation method) get_eval_aggregate() (kats.detectors.changepoint_evaluator.TuringEvaluator method) get_fft() (kats.detectors.seasonality.FFTDetector method) get_fft_peaks() (kats.detectors.seasonality.FFTDetector method) get_flat_spots() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_het_arch() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_histogram_mode() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_holt_params() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_hurst() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_hw_params() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_length() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_level_shift() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_linearity() (kats.tsfeatures.tsfeatures.TsFeatures static method)

get_lr() (kats.utils.emp_confidence_int.EmpConfidenceInt method) get_lumpiness() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_mean() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_meta_data() (kats.models.metalearner.get_metadata.GetMetaData method) get_MK_results() (kats.detectors.trend_mk.MKDetector method) get_MK_statistics() (kats.detectors.trend_mk.MKDetector method) get_nowcasting() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_outlier_detector() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_pacf_features() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_parameter_search_space() (kats.models.arima.ARIMAModel static method) (kats.models.holtwinters.HoltWintersModel static method) (kats.models.linear_model.LinearModel static method) (kats.models.lstm.LSTMModel static method) (kats.models.model.Model static method) (kats.models.prophet.ProphetModel static method) (kats.models.quadratic_model.QuadraticModel static method) (kats.models.sarima.SARIMAModel static method) (kats.models.stlf.STLFModel static method) (kats.models.theta.ThetaModel static method) (kats.models.var.VARModel static method) get_robust_stat_detector() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_run_length_matrix() (kats.detectors.bocpd.BOCPDetector method) get_S() (kats.models.reconciliation.thm.TemporalHierarchicalModel method) get_search_space() (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning method) get_seasonalities() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_special_ac() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_spectral_entropy() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_stability() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_std1st_der() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_stl_features() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_top_k_metrics() (kats.detectors.trend_mk.MKDetector method) get_trend_detector() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_unitroot_kpss() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_var() (kats.tsfeatures.tsfeatures.TsFeatures static method) get_W() (kats.models.reconciliation.thm.TemporalHierarchicalModel method) GetAggregateTS (class in kats.models.reconciliation.base_models) GetMetaData (class in kats.models.metalearner.get_metadata) GridSearch (class in kats.utils.time_series_parameter_tuning) group_changepoints_by_timeseries() (kats.detectors.bocpd.BOCPDetector method) growth (kats.models.prophet.ProphetParams attribute)

H

hamilton_representation (kats.models.sarima.SARIMAParams attribute) HarmonicRegressionModel (class in kats.models.harmonic_regression) HarmonicRegressionParams (class in kats.models.harmonic_regression) hidden_size (kats.models.lstm.LSTMParams attribute) historical_window (kats.detectors.cusum_model.CUSUMDetectorModel attribute) holidays (kats.models.prophet.ProphetParams attribute)

holidays_prior_scale (kats.models.prophet.ProphetParams attribute) holt_params (kats.tsfeatures.tsfeatures.TsFeatures attribute) HoltWintersModel (class in kats.models.holtwinters) HoltWintersParams (class in kats.models.holtwinters) HourlyRatioDetector (class in kats.detectors.hourly_ratio_detection) hpt (kats.models.metalearner.metalearner_modelselect.RandomDownSampler attribute) hw_params (kats.tsfeatures.tsfeatures.TsFeatures attribute)

I

ic (kats.models.var.VARParams attribute) infer_freq_robust() (kats.consts.TimeSeriesData method) input_and_n_hidden_shared (kats.models.metalearner.metalearner_hpt.MultitaskNet attribute) input_size (kats.models.lstm.LSTMForecast attribute) interpolate() (kats.consts.TimeSeriesData method) interval_width (kats.models.prophet.ProphetParams attribute)

iqr_mult (kats.detectors.outlier.OutlierDetector attribute) (kats.tsfeatures.tsfeatures.TsFeatures attribute) is_available_while_running() (kats.utils.time_series_parameter_tuning.TimeSeriesEvaluationMetric class method) is_data_missing() (kats.consts.TimeSeriesData method) is_empty() (kats.consts.TimeSeriesData method) is_multivariate (kats.detectors.trend_mk.MKMetadata attribute) is_univariate() (kats.consts.TimeSeriesData method)

K

kats.consts module kats.detectors module kats.detectors.bocpd module kats.detectors.bocpd_model module kats.detectors.changepoint_evaluator module kats.detectors.cusum_detection module kats.detectors.cusum_model module kats.detectors.detector module kats.detectors.detector_consts module kats.detectors.hourly_ratio_detection module kats.detectors.outlier module kats.detectors.prophet_detector module kats.detectors.residual_translation module kats.detectors.robust_stat_detection module kats.detectors.seasonality module kats.detectors.stat_sig_detector module kats.detectors.trend_mk module kats.graphics module kats.graphics.plots module kats.models module kats.models.arima module kats.models.bayesian_var module kats.models.ensemble module kats.models.ensemble.ensemble module kats.models.ensemble.kats_ensemble module kats.models.ensemble.median_ensemble module kats.models.ensemble.weighted_avg_ensemble module kats.models.harmonic_regression module kats.models.holtwinters module kats.models.linear_model module kats.models.lstm module

kats.models.metalearner module kats.models.metalearner.get_metadata module kats.models.metalearner.metalearner_hpt module kats.models.metalearner.metalearner_modelselect module kats.models.metalearner.metalearner_predictability module kats.models.model module kats.models.nowcasting module kats.models.nowcasting.feature_extraction module kats.models.nowcasting.model_io module kats.models.nowcasting.nowcasting module kats.models.prophet module kats.models.quadratic_model module kats.models.reconciliation module kats.models.reconciliation.base_models module kats.models.reconciliation.thm module kats.models.sarima module kats.models.stlf module kats.models.theta module kats.models.var module kats.tsfeatures module kats.tsfeatures.tsfeatures module kats.utils module kats.utils.backtesters module kats.utils.cupik module kats.utils.decomposition module kats.utils.emp_confidence_int module kats.utils.parameter_tuning_utils module kats.utils.simulator module kats.utils.time_series_parameter_tuning module KatsEnsemble (class in kats.models.ensemble.kats_ensemble) known_prec (kats.detectors.bocpd.NormalKnownParameters attribute) known_prec_multiplier (kats.detectors.bocpd.NormalKnownParameters attribute)

L

label_extraction() (kats.models.nowcasting.nowcasting.NowcastingModel method) LAG() (in module kats.models.nowcasting.feature_extraction) lag_size (kats.tsfeatures.tsfeatures.TsFeatures attribute) level (kats.models.reconciliation.base_models.BaseTHModel attribute) level_shift_features (kats.tsfeatures.tsfeatures.TsFeatures attribute) level_shift_multivariate_indep_sim() (kats.utils.simulator.Simulator method) level_shift_sim() (kats.utils.simulator.Simulator method) LinearModel (class in kats.models.linear_model) LinearModelParams (class in kats.models.linear_model) list_parameter_value_scores() (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning method) llr (kats.detectors.cusum_detection.CUSUMMetadata attribute) llr_int (kats.detectors.cusum_detection.CUSUMMetadata attribute)

load_data() (kats.detectors.changepoint_evaluator.TuringEvaluator method) load_model (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute) (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect attribute) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability attribute) load_model() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability method) (kats.models.nowcasting.nowcasting.NowcastingModel method) logger (kats.utils.time_series_parameter_tuning.TimeSeriesEvaluationMetric attribute) LSTMForecast (class in kats.models.lstm) LSTMModel (class in kats.models.lstm) LSTMParams (class in kats.models.lstm)

M

m (kats.models.stlf.STLFParams attribute) (kats.models.theta.ThetaParams attribute) MA() (in module kats.models.nowcasting.feature_extraction) MACD() (in module kats.models.nowcasting.feature_extraction) magnitude_quantile (kats.detectors.cusum_model.CUSUMDetectorModel attribute) magnitude_ratio (kats.detectors.cusum_model.CUSUMDetectorModel attribute) make_fourier_plot() (in module kats.graphics.plots) make_harm_eval() (kats.models.harmonic_regression.HarmonicRegressionModel static method) max (kats.consts.TimeSeriesData attribute) (kats.consts.TimeSeriesData property) maxlags (kats.models.var.VARParams attribute) mcmc_samples (kats.models.prophet.ProphetParams attribute) mean_prec_prior (kats.detectors.bocpd.NormalKnownParameters attribute) mean_prior (kats.detectors.bocpd.NormalKnownParameters attribute) measurement_error (kats.models.sarima.SARIMAParams attribute) median_validation() (kats.models.reconciliation.thm.TemporalHierarchicalModel method) MedianEnsembleModel (class in kats.models.ensemble.median_ensemble) metadata (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect attribute) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability attribute) MetaLearnHPT (class in kats.models.metalearner.metalearner_hpt) MetaLearnModelSelect (class in kats.models.metalearner.metalearner_modelselect) MetaLearnPredictability (class in kats.models.metalearner.metalearner_predictability) method (kats.detectors.stat_sig_detector.MultiStatSigDetectorModel attribute) (kats.models.metalearner.get_metadata.GetMetaData attribute) (kats.models.stlf.STLFParams attribute) (kats.models.var.VARParams attribute) (kats.utils.decomposition.TimeSeriesDecomposition attribute) min (kats.consts.TimeSeriesData attribute) (kats.consts.TimeSeriesData property) min_length (kats.models.metalearner.get_metadata.GetMetaData attribute) MKDetector (class in kats.detectors.trend_mk) MKMetadata (class in kats.detectors.trend_mk) MKtest() (kats.detectors.trend_mk.MKDetector method) mle_regression (kats.models.sarima.SARIMAParams attribute) Model (class in kats.models.model) model (kats.detectors.bocpd.BOCPDMetadata attribute) (kats.models.ensemble.ensemble.BaseModelParams attribute) model_class (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) model_name (kats.models.reconciliation.base_models.BaseTHModel attribute) model_params (kats.models.ensemble.ensemble.BaseModelParams attribute) (kats.models.reconciliation.base_models.BaseTHModel attribute) model_type (kats.detectors.outlier.MultivariateAnomalyDetector attribute) ModelEnum (class in kats.consts) models (kats.models.ensemble.kats_ensemble.KatsEnsemble attribute) module kats.consts kats.detectors kats.detectors.bocpd kats.detectors.bocpd_model kats.detectors.changepoint_evaluator kats.detectors.cusum_detection kats.detectors.cusum_model kats.detectors.detector kats.detectors.detector_consts kats.detectors.hourly_ratio_detection kats.detectors.outlier kats.detectors.prophet_detector kats.detectors.residual_translation kats.detectors.robust_stat_detection kats.detectors.seasonality kats.detectors.stat_sig_detector kats.detectors.trend_mk kats.graphics kats.graphics.plots kats.models kats.models.arima kats.models.bayesian_var kats.models.ensemble kats.models.ensemble.ensemble kats.models.ensemble.kats_ensemble kats.models.ensemble.median_ensemble kats.models.ensemble.weighted_avg_ensemble kats.models.harmonic_regression kats.models.holtwinters kats.models.linear_model kats.models.lstm kats.models.metalearner kats.models.metalearner.get_metadata kats.models.metalearner.metalearner_hpt kats.models.metalearner.metalearner_modelselect kats.models.metalearner.metalearner_predictability kats.models.model kats.models.nowcasting kats.models.nowcasting.feature_extraction kats.models.nowcasting.model_io kats.models.nowcasting.nowcasting kats.models.prophet kats.models.quadratic_model kats.models.reconciliation kats.models.reconciliation.base_models kats.models.reconciliation.thm kats.models.sarima kats.models.stlf kats.models.theta kats.models.var kats.tsfeatures kats.tsfeatures.tsfeatures kats.utils kats.utils.backtesters kats.utils.cupik kats.utils.decomposition kats.utils.emp_confidence_int kats.utils.parameter_tuning_utils kats.utils.simulator kats.utils.time_series_parameter_tuning

MOM() (in module kats.models.nowcasting.feature_extraction) mu0 (kats.detectors.cusum_detection.CUSUMMetadata attribute) mu1 (kats.detectors.cusum_detection.CUSUMMetadata attribute) mu_prior (kats.detectors.bocpd.TrendChangeParameters attribute) multi (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.CrossValidation attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) MultiCUSUMDetector (class in kats.detectors.cusum_detection) multiprocessing (kats.utils.time_series_parameter_tuning.TimeSeriesEvaluationMetric attribute) MultiStatSigDetectorModel (class in kats.detectors.stat_sig_detector) MultitaskNet (class in kats.models.metalearner.metalearner_hpt) multivariate_MKtest() (kats.detectors.trend_mk.MKDetector method) MultivariateAnomalyDetector (class in kats.detectors.outlier) MultivariateAnomalyDetectorType (class in kats.detectors.outlier)

N

n (kats.utils.simulator.Simulator attribute) n_changepoints (kats.models.prophet.ProphetParams attribute) n_control (kats.detectors.stat_sig_detector.MultiStatSigDetectorModel attribute) (kats.detectors.stat_sig_detector.StatSigDetectorModel attribute) n_fast (kats.tsfeatures.tsfeatures.TsFeatures attribute) n_hidden_and_output_cat_combo (kats.models.metalearner.metalearner_hpt.MultitaskNet attribute) n_hidden_and_output_num (kats.models.metalearner.metalearner_hpt.MultitaskNet attribute) n_slow (kats.tsfeatures.tsfeatures.TsFeatures attribute) n_test (kats.detectors.stat_sig_detector.MultiStatSigDetectorModel attribute) (kats.detectors.stat_sig_detector.StatSigDetectorModel attribute) nbins (kats.tsfeatures.tsfeatures.TsFeatures attribute) NormalKnownParameters (class in kats.detectors.bocpd)

nowcasting (kats.tsfeatures.tsfeatures.TsFeatures attribute) NowcastingModel (class in kats.models.nowcasting.nowcasting) NowcastingParams (class in kats.models.nowcasting.nowcasting) (kats.models.nowcasting.nowcasting.NowcastingModel attribute) num_arms (kats.models.metalearner.get_metadata.GetMetaData attribute) num_epochs (kats.models.lstm.LSTMParams attribute) num_folds (kats.utils.backtesters.CrossValidation attribute) num_likelihood_samples (kats.detectors.bocpd.TrendChangeParameters attribute) num_points_prior (kats.detectors.bocpd.TrendChangeParameters attribute) num_trials (kats.models.metalearner.get_metadata.GetMetaData attribute) number_of_normal_scan (kats.detectors.cusum_model.CUSUMDetectorModel attribute) numerical_idx (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute)

O

objective_name (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.GridSearch attribute) (kats.utils.time_series_parameter_tuning.RandomSearch attribute) (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning attribute) offset (kats.utils.backtesters.BackTesterParent attribute) OperationsEnum (class in kats.consts)

outcome_constraints (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.GridSearch attribute) (kats.utils.time_series_parameter_tuning.RandomSearch attribute) (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning attribute) outlier_detector (kats.tsfeatures.tsfeatures.TsFeatures attribute) OutlierDetector (class in kats.detectors.outlier) output_size (kats.models.lstm.LSTMForecast attribute)

P

p (kats.models.arima.ARIMAParams attribute) (kats.models.bayesian_var.BayesianVARParams attribute) (kats.models.sarima.SARIMAParams attribute) p_value (kats.detectors.cusum_detection.CUSUMMetadata attribute) p_value_int (kats.detectors.cusum_detection.CUSUMMetadata attribute) parameters (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.GridSearch attribute) (kats.utils.time_series_parameter_tuning.RandomSearch attribute) (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning attribute) params (kats.detectors.outlier.MultivariateAnomalyDetector attribute) (kats.models.arima.ARIMAModel attribute) (kats.models.bayesian_var.BayesianVAR attribute) (kats.models.ensemble.median_ensemble.MedianEnsembleModel attribute) (kats.models.ensemble.weighted_avg_ensemble.WeightedAvgEnsemble attribute) (kats.models.holtwinters.HoltWintersModel attribute) (kats.models.linear_model.LinearModel attribute) (kats.models.lstm.LSTMForecast attribute) (kats.models.lstm.LSTMModel attribute) (kats.models.prophet.ProphetModel attribute) (kats.models.quadratic_model.QuadraticModel attribute) (kats.models.sarima.SARIMAModel attribute) (kats.models.stlf.STLFModel attribute) (kats.models.theta.ThetaModel attribute) (kats.models.var.VARModel attribute) (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) percentage_change() (in module kats.detectors.cusum_model) phi_0 (kats.models.bayesian_var.BayesianVARParams attribute) phi_1 (kats.models.bayesian_var.BayesianVARParams attribute) phi_2 (kats.models.bayesian_var.BayesianVARParams attribute) phi_3 (kats.models.bayesian_var.BayesianVARParams attribute) Pipeline (class in kats.utils.cupik) plot() (kats.consts.TimeSeriesData method) (kats.detectors.bocpd.BOCPDetector method) (kats.detectors.cusum_detection.CUSUMDetector method) (kats.detectors.hourly_ratio_detection.HourlyRatioDetector method) (kats.detectors.outlier.MultivariateAnomalyDetector method) (kats.detectors.seasonality.ACFDetector method) (kats.detectors.seasonality.FFTDetector method) (kats.detectors.trend_mk.MKDetector method) (kats.models.arima.ARIMAModel method) (kats.models.bayesian_var.BayesianVAR method) (kats.models.ensemble.ensemble.BaseEnsemble method) (kats.models.ensemble.kats_ensemble.KatsEnsemble method) (kats.models.ensemble.median_ensemble.MedianEnsembleModel method) (kats.models.ensemble.weighted_avg_ensemble.WeightedAvgEnsemble method) (kats.models.harmonic_regression.HarmonicRegressionModel method) (kats.models.holtwinters.HoltWintersModel method) (kats.models.linear_model.LinearModel method) (kats.models.lstm.LSTMModel method) (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) (kats.models.model.Model static method) (kats.models.nowcasting.nowcasting.NowcastingModel method) (kats.models.prophet.ProphetModel method) (kats.models.quadratic_model.QuadraticModel method) (kats.models.sarima.SARIMAModel method) (kats.models.stlf.STLFModel method) (kats.models.theta.ThetaModel method) (kats.models.var.VARModel method) (kats.utils.decomposition.TimeSeriesDecomposition method) (kats.utils.emp_confidence_int.EmpConfidenceInt method)

plot_corr_heatmap() (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) plot_feature_comparison() (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) plot_fft() (kats.detectors.seasonality.FFTDetector method) plot_fitted_harmonics() (in module kats.graphics.plots) plot_heat_map() (kats.detectors.trend_mk.MKDetector method) plot_regression_prior (kats.detectors.bocpd.TrendChangeParameters attribute) plot_scatter_with_confints() (in module kats.graphics.plots) PoissonModelParameters (class in kats.detectors.bocpd) pre_mean (kats.detectors.cusum_model.CUSUMDetectorModel attribute) pre_std (kats.detectors.cusum_model.CUSUMDetectorModel attribute) precision (kats.detectors.changepoint_evaluator.Evaluation attribute) pred() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability method) pred_by_feature() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability method) pred_fuzzy() (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) predict() (kats.detectors.bocpd_model.BocpdDetectorModel method) (kats.detectors.cusum_model.CUSUMDetectorModel method) (kats.detectors.prophet_detector.ProphetDetectorModel method) (kats.detectors.stat_sig_detector.StatSigDetectorModel method) (kats.models.arima.ARIMAModel method) (kats.models.bayesian_var.BayesianVAR method) (kats.models.ensemble.kats_ensemble.KatsEnsemble method) (kats.models.ensemble.median_ensemble.MedianEnsembleModel method) (kats.models.ensemble.weighted_avg_ensemble.WeightedAvgEnsemble method) (kats.models.harmonic_regression.HarmonicRegressionModel method) (kats.models.holtwinters.HoltWintersModel method) (kats.models.linear_model.LinearModel method) (kats.models.lstm.LSTMModel method) (kats.models.model.Model method) (kats.models.nowcasting.nowcasting.NowcastingModel method) (kats.models.prophet.ProphetModel method) (kats.models.quadratic_model.QuadraticModel method) (kats.models.reconciliation.thm.TemporalHierarchicalModel method) (kats.models.sarima.SARIMAModel method) (kats.models.stlf.STLFModel method) (kats.models.theta.ThetaModel method) (kats.models.var.VARModel method) preprocess() (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability method) prior_choice (kats.detectors.bocpd.BOCPDModelParameters attribute) (kats.detectors.bocpd.NormalKnownParameters attribute) ProphetDetectorModel (class in kats.detectors.prophet_detector) ProphetModel (class in kats.models.prophet) ProphetParams (class in kats.models.prophet) ProphetScoreFunction (class in kats.detectors.prophet_detector)

Q

q (kats.models.arima.ARIMAParams attribute) (kats.models.sarima.SARIMAParams attribute)

QuadraticModel (class in kats.models.quadratic_model) QuadraticModelParams (class in kats.models.quadratic_model)

R

random_strategy (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.RandomSearch attribute) RandomDownSampler (class in kats.models.metalearner.metalearner_modelselect) RandomSearch (class in kats.utils.time_series_parameter_tuning) raw_errors (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) readjust_sigma_prior (kats.detectors.bocpd.TrendChangeParameters attribute) recall (kats.detectors.changepoint_evaluator.Evaluation attribute) regression_detected (kats.detectors.cusum_detection.CUSUMMetadata attribute) remove_seasonality (kats.detectors.cusum_model.CUSUMDetectorModel attribute) remover() (kats.detectors.detector.Detector method) (kats.detectors.seasonality.ACFDetector method) reseasonalize() (kats.models.ensemble.kats_ensemble.KatsEnsemble static method)

residuals (kats.models.reconciliation.base_models.BaseTHModel attribute) results (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) robust_stat_detector (kats.tsfeatures.tsfeatures.TsFeatures attribute) RobustStatDetector (class in kats.detectors.robust_stat_detection) ROC() (in module kats.models.nowcasting.feature_extraction) rolling_window (kats.utils.backtesters.CrossValidation attribute) RSI() (in module kats.models.nowcasting.feature_extraction) run_backtest() (kats.utils.backtesters.BackTesterParent method) run_cv() (kats.utils.backtesters.CrossValidation method) (kats.utils.emp_confidence_int.EmpConfidenceInt method) runDetector() (kats.detectors.trend_mk.MKDetector method)

S

SARIMAModel (class in kats.models.sarima) SARIMAParams (class in kats.models.sarima) save_model() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability method) (kats.models.nowcasting.nowcasting.NowcastingModel method) scale (kats.models.metalearner.get_metadata.GetMetaData attribute) (kats.models.metalearner.metalearner_hpt.MetaLearnHPT attribute) scan_window (kats.detectors.cusum_model.CUSUMDetectorModel attribute) score_func (kats.detectors.cusum_model.CUSUMDetectorModel attribute) search_method (kats.detectors.bocpd.BOCPDModelParameters attribute) SearchMethodEnum (class in kats.consts) SearchMethodFactory (class in kats.utils.time_series_parameter_tuning) seasonal (kats.models.holtwinters.HoltWintersParams attribute) seasonal_order (kats.models.sarima.SARIMAParams attribute) seasonal_periods (kats.models.holtwinters.HoltWintersParams attribute) seasonalities (kats.tsfeatures.tsfeatures.TsFeatures attribute) seasonality_detector() (kats.models.ensemble.kats_ensemble.KatsEnsemble static method) seasonality_mode (kats.models.prophet.ProphetParams attribute) seasonality_prior_scale (kats.models.prophet.ProphetParams attribute) seed (kats.utils.time_series_parameter_tuning.BayesianOptSearch attribute) (kats.utils.time_series_parameter_tuning.RandomSearch attribute) selected_features (kats.tsfeatures.tsfeatures.TsFeatures attribute) serialize() (kats.detectors.bocpd_model.BocpdDetectorModel method) (kats.detectors.cusum_model.CUSUMDetectorModel method) (kats.detectors.prophet_detector.ProphetDetectorModel method) (kats.detectors.stat_sig_detector.StatSigDetectorModel method) serialize_for_zippy() (in module kats.models.nowcasting.model_io) serialized_model (kats.detectors.bocpd_model.BocpdDetectorModel attribute) (kats.detectors.prophet_detector.ProphetDetectorModel attribute) (kats.detectors.stat_sig_detector.MultiStatSigDetectorModel attribute) (kats.detectors.stat_sig_detector.StatSigDetectorModel attribute)

set_prior() (kats.detectors.bocpd.BOCPDModelParameters method) (kats.detectors.bocpd.NormalKnownParameters method) setup_data() (kats.models.harmonic_regression.HarmonicRegressionModel method) (kats.models.model.Model method) should_auto_backtest (kats.models.ensemble.kats_ensemble.KatsEnsemble attribute) simple_differencing (kats.models.sarima.SARIMAParams attribute) Simulator (class in kats.utils.simulator) size (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterParent attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) sliding_steps (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) slow_drift (kats.detectors.bocpd_model.BocpdDetectorModel attribute) special_ac (kats.tsfeatures.tsfeatures.TsFeatures attribute) spectral_freq (kats.tsfeatures.tsfeatures.TsFeatures attribute) stable_changepoint (kats.detectors.cusum_detection.CUSUMMetadata attribute) start (kats.utils.simulator.Simulator attribute) start_time (kats.consts.TimeSeriesChangePoint attribute) start_train_percentage (kats.utils.backtesters.BackTesterExpandingWindow attribute) statistics (kats.tsfeatures.tsfeatures.TsFeatures attribute) StatSigDetectorModel (class in kats.detectors.stat_sig_detector) step (kats.models.nowcasting.nowcasting.NowcastingParams attribute) step_window (kats.detectors.cusum_model.CUSUMDetectorModel attribute) stl_features (kats.tsfeatures.tsfeatures.TsFeatures attribute) stl_period (kats.tsfeatures.tsfeatures.TsFeatures attribute) stl_sim() (kats.utils.simulator.Simulator method) STLFModel (class in kats.models.stlf) STLFParams (class in kats.models.stlf) strictness_factor (kats.detectors.prophet_detector.ProphetDetectorModel attribute)

T

Tau (kats.detectors.trend_mk.MKMetadata attribute) TemporalHierarchicalModel (class in kats.models.reconciliation.thm) test_percentage (kats.utils.backtesters.BackTesterExpandingWindow attribute) (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) ThetaModel (class in kats.models.theta) ThetaParams (class in kats.models.theta) threshold (kats.detectors.cusum_model.CUSUMDetectorModel attribute) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability attribute) (kats.tsfeatures.tsfeatures.TsFeatures attribute) time (kats.consts.TimeSeriesData attribute) (kats.consts.TimeSeriesData property) time_to_index() (kats.consts.TimeSeriesData method) time_units (kats.detectors.stat_sig_detector.MultiStatSigDetectorModel attribute) (kats.detectors.stat_sig_detector.StatSigDetectorModel attribute) time_varying_regression (kats.models.sarima.SARIMAParams attribute) time_window (kats.models.lstm.LSTMParams attribute) timeseries_to_prophet_df() (in module kats.detectors.prophet_detector) TimeSeriesChangePoint (class in kats.consts) TimeSeriesData (class in kats.consts) (kats.models.nowcasting.nowcasting.NowcastingModel attribute) TimeSeriesDecomposition (class in kats.utils.decomposition) TimeSeriesEvaluationMetric (class in kats.utils.time_series_parameter_tuning) TimeSeriesParameterTuning (class in kats.utils.time_series_parameter_tuning) to_array() (kats.consts.TimeSeriesData method) to_dataframe() (kats.consts.TimeSeriesData method)

to_datetime() (in module kats.detectors.stat_sig_detector) train() (kats.models.metalearner.metalearner_hpt.MetaLearnHPT method) (kats.models.metalearner.metalearner_modelselect.MetaLearnModelSelect method) (kats.models.metalearner.metalearner_predictability.MetaLearnPredictability method) train_percentage (kats.utils.backtesters.BackTesterFixedWindow attribute) (kats.utils.backtesters.BackTesterRollingWindow attribute) (kats.utils.backtesters.BackTesterSimple attribute) (kats.utils.backtesters.CrossValidation attribute) (kats.utils.emp_confidence_int.EmpConfidenceInt attribute) training_days (kats.detectors.outlier.MultivariateAnomalyDetector attribute) transform() (kats.tsfeatures.tsfeatures.TsFeatures method) trend (kats.models.holtwinters.HoltWintersParams attribute) (kats.models.sarima.SARIMAParams attribute) (kats.models.var.VARParams attribute) trend_detector (kats.tsfeatures.tsfeatures.TsFeatures attribute) trend_direction (kats.detectors.trend_mk.MKMetadata attribute) trend_offset (kats.models.sarima.SARIMAParams attribute) trend_shift_sim() (kats.utils.simulator.Simulator method) TrendChangeParameters (class in kats.detectors.bocpd) TRIX() (in module kats.models.nowcasting.feature_extraction) true_positives() (in module kats.detectors.changepoint_evaluator) ts (kats.consts.TSIterator attribute) ts_name (kats.detectors.bocpd.BOCPDMetadata attribute) TsFeatures (class in kats.tsfeatures.tsfeatures) TSI() (in module kats.models.nowcasting.feature_extraction) TSIterator (class in kats.consts) tune_executor() (kats.models.metalearner.get_metadata.GetMetaData method) TuringEvaluator (class in kats.detectors.changepoint_evaluator) tz() (kats.consts.TimeSeriesData method)

U

uncertainty_samples (kats.detectors.prophet_detector.ProphetDetectorModel attribute) (kats.models.prophet.ProphetParams attribute)

use_exact_diffuse (kats.models.sarima.SARIMAParams attribute)

V

validate_data() (kats.consts.TimeSeriesData method) validate_inputs() (kats.models.harmonic_regression.HarmonicRegressionModel method) (kats.models.model.Model method) validate_parameters_format() (kats.utils.time_series_parameter_tuning.TimeSeriesParameterTuning static method) validate_params() (kats.models.holtwinters.HoltWintersParams method) (kats.models.linear_model.LinearModelParams method) (kats.models.nowcasting.nowcasting.NowcastingParams method) (kats.models.prophet.ProphetParams method) (kats.models.quadratic_model.QuadraticModelParams method) (kats.models.sarima.SARIMAParams method) (kats.models.stlf.STLFParams method) (kats.models.theta.ThetaParams method) (kats.models.var.VARParams method)

value (kats.consts.TimeSeriesData attribute) (kats.consts.TimeSeriesData property) VARModel (class in kats.models.var) VARParams (class in kats.models.var) visualize() (kats.detectors.stat_sig_detector.StatSigDetectorModel method)

W

weekly_seasonality (kats.models.prophet.ProphetParams attribute) WeightedAvgEnsemble (class in kats.models.ensemble.weighted_avg_ensemble)

window (kats.tsfeatures.tsfeatures.TsFeatures attribute) window_percentage (kats.utils.backtesters.BackTesterFixedWindow attribute) window_size (kats.tsfeatures.tsfeatures.TsFeatures attribute)

Y

yearly_seasonality (kats.models.prophet.ProphetParams attribute)

Z

z_score() (in module kats.detectors.cusum_model)