kats.models.ensemble.median_ensemble module

Median ensembling method

Ensemble models with median of individual models Assume we have k base models, after we make forecasts with each individual model, we take the median from each time point as the final results

class kats.models.ensemble.median_ensemble.MedianEnsembleModel(data: kats.consts.TimeSeriesData, params: kats.models.ensemble.ensemble.EnsembleParams)

Bases: kats.models.ensemble.ensemble.BaseEnsemble

Median ensemble model class

data

the input time series data as in kats.consts.TimeSeriesData

params

the model parameter class in Kats

plot()

Plot method for median ensemble model

predict(steps: int, **kwargs)

Predict method of median ensemble model

Parameters

steps – the length of forecasting horizon

Returns

forecasting results as in pd.DataFrame