Source code for etna.models.moving_average

from etna.models.seasonal_ma import SeasonalMovingAverageModel

[docs]class MovingAverageModel(SeasonalMovingAverageModel): """MovingAverageModel averages previous series values to forecast future one. .. math:: y_{t} = \\frac{\\sum_{i=1}^{n} y_{t-i} }{n}, where :math:`n` is window size. Notes ----- This model supports in-sample and out-of-sample prediction decomposition. Prediction components are corresponding target lags with weights of :math:`1/window`. """ def __init__(self, window: int = 5): """ Init MovingAverageModel. Parameters ---------- window: int number of history points to average """ self.window = window super().__init__(window=window, seasonality=1)
__all__ = ["MovingAverageModel"]