linear¶

Classes

`ElasticMultiSegmentModel`([alpha, l1_ratio, ...])	Class holding `sklearn.linear_model.ElasticNet` for all segments.
`ElasticPerSegmentModel`([alpha, l1_ratio, ...])	Class holding per segment `sklearn.linear_model.ElasticNet`.
`LinearMultiSegmentModel`([fit_intercept])	Class holding `sklearn.linear_model.LinearRegression` for all segments.
`LinearPerSegmentModel`([fit_intercept])	Class holding per segment `sklearn.linear_model.LinearRegression`.
`_LinearAdapter`(regressor)

class ElasticMultiSegmentModel(alpha: float = 1.0, l1_ratio: float = 0.5, fit_intercept: bool = True, **kwargs)[source]¶

Class holding sklearn.linear_model.ElasticNet for all segments.

Notes

Target components are formed as the terms from linear regression formula.

Create instance of ElasticNet with given parameters.

Parameters

alpha (float) – Constant that multiplies the penalty terms. Defaults to 1.0. alpha = 0 is equivalent to an ordinary least square, solved by the LinearRegression object. For numerical reasons, using alpha = 0 with the Lasso object is not advised. Given this, you should use the LinearMultiSegmentModel object.
l1_ratio (float) –
The ElasticNet mixing parameter, with 0 <= l1_ratio <= 1.
- For l1_ratio = 0 the penalty is an L2 penalty.
- For l1_ratio = 1 it is an L1 penalty.
- For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.
fit_intercept (bool) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.models.mixins.MultiSegmentModelMixin¶

Fit model.

Parameters: ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
Returns: Model after fit
Return type: etna.models.mixins.MultiSegmentModelMixin

forecast(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions.

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns forecast components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

get_model() → Any¶

Get internal model that is used inside etna class.

Internal model is a model that is used inside etna to forecast segments, e.g. catboost.CatBoostRegressor or sklearn.linear_model.Ridge.

Returns: Internal model
Return type: Any

classmethod load(path: pathlib.Path) → typing_extensions.Self¶

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters: path (pathlib.Path) – Path to load object from.
Returns: Loaded object.
Return type: typing_extensions.Self

params_to_tune() → Dict[str, etna.distributions.distributions.BaseDistribution][source]¶

Get default grid for tuning hyperparameters.

Returns: Grid to tune.
Return type: Dict[str, etna.distributions.distributions.BaseDistribution]

predict(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions with using true values as autoregression context if possible (teacher forcing).

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns prediction components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

save(path: pathlib.Path)¶

Save the object.

Parameters: path (pathlib.Path) – Path to save object to.

set_params(**params: dict) → etna.core.mixins.TMixin¶

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

**params – Estimator parameters
self (etna.core.mixins.TMixin) –
params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()¶: Collect all information about etna object in dict.

property context_size: int¶

Context size of the model. Determines how many history points do we ask to pass to the model.

Zero for this model.

class ElasticPerSegmentModel(alpha: float = 1.0, l1_ratio: float = 0.5, fit_intercept: bool = True, **kwargs)[source]¶

Class holding per segment sklearn.linear_model.ElasticNet.

Notes

Target components are formed as the terms from linear regression formula.

Create instance of ElasticNet with given parameters.

Parameters

alpha (float) – Constant that multiplies the penalty terms. Defaults to 1.0. alpha = 0 is equivalent to an ordinary least square, solved by the LinearRegression object. For numerical reasons, using alpha = 0 with the Lasso object is not advised. Given this, you should use the LinearPerSegmentModel object.
l1_ratio (float) –
The ElasticNet mixing parameter, with 0 <= l1_ratio <= 1.
- For l1_ratio = 0 the penalty is an L2 penalty.
- For l1_ratio = 1 it is an L1 penalty.
- For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.
fit_intercept (bool) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.models.mixins.PerSegmentModelMixin¶

Fit model.

Parameters: ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
Returns: Model after fit
Return type: etna.models.mixins.PerSegmentModelMixin

forecast(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions.

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns forecast components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

get_model() → Dict[str, Any]¶

Get internal models that are used inside etna class.

Internal model is a model that is used inside etna to forecast segments, e.g. catboost.CatBoostRegressor or sklearn.linear_model.Ridge.

Returns: dictionary where key is segment and value is internal model
Return type: Dict[str, Any]

classmethod load(path: pathlib.Path) → typing_extensions.Self¶

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters: path (pathlib.Path) – Path to load object from.
Returns: Loaded object.
Return type: typing_extensions.Self

params_to_tune() → Dict[str, etna.distributions.distributions.BaseDistribution][source]¶

Get default grid for tuning hyperparameters.

Returns: Grid to tune.
Return type: Dict[str, etna.distributions.distributions.BaseDistribution]

predict(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions with using true values as autoregression context if possible (teacher forcing).

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns prediction components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

save(path: pathlib.Path)¶

Save the object.

Parameters: path (pathlib.Path) – Path to save object to.

set_params(**params: dict) → etna.core.mixins.TMixin¶

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

**params – Estimator parameters
self (etna.core.mixins.TMixin) –
params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()¶: Collect all information about etna object in dict.

property context_size: int¶

Context size of the model. Determines how many history points do we ask to pass to the model.

Zero for this model.

class LinearMultiSegmentModel(fit_intercept: bool = True, **kwargs)[source]¶

Class holding sklearn.linear_model.LinearRegression for all segments.

Notes

Target components are formed as the terms from linear regression formula.

Create instance of LinearModel with given parameters.

Parameters: fit_intercept (bool) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.models.mixins.MultiSegmentModelMixin¶

Fit model.

Parameters: ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
Returns: Model after fit
Return type: etna.models.mixins.MultiSegmentModelMixin

forecast(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions.

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns forecast components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

get_model() → Any¶

Get internal model that is used inside etna class.

Internal model is a model that is used inside etna to forecast segments, e.g. catboost.CatBoostRegressor or sklearn.linear_model.Ridge.

Returns: Internal model
Return type: Any

classmethod load(path: pathlib.Path) → typing_extensions.Self¶

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters: path (pathlib.Path) – Path to load object from.
Returns: Loaded object.
Return type: typing_extensions.Self

params_to_tune() → Dict[str, etna.distributions.distributions.BaseDistribution][source]¶

Get default grid for tuning hyperparameters.

Returns: Grid to tune.
Return type: Dict[str, etna.distributions.distributions.BaseDistribution]

predict(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions with using true values as autoregression context if possible (teacher forcing).

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns prediction components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

save(path: pathlib.Path)¶

Save the object.

Parameters: path (pathlib.Path) – Path to save object to.

set_params(**params: dict) → etna.core.mixins.TMixin¶

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

**params – Estimator parameters
self (etna.core.mixins.TMixin) –
params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()¶: Collect all information about etna object in dict.

property context_size: int¶

Context size of the model. Determines how many history points do we ask to pass to the model.

Zero for this model.

class LinearPerSegmentModel(fit_intercept: bool = True, **kwargs)[source]¶

Class holding per segment sklearn.linear_model.LinearRegression.

Notes

Target components are formed as the terms from linear regression formula.

Create instance of LinearModel with given parameters.

Parameters: fit_intercept (bool) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.models.mixins.PerSegmentModelMixin¶

Fit model.

Parameters: ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
Returns: Model after fit
Return type: etna.models.mixins.PerSegmentModelMixin

forecast(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions.

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns forecast components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

get_model() → Dict[str, Any]¶

Get internal models that are used inside etna class.

Internal model is a model that is used inside etna to forecast segments, e.g. catboost.CatBoostRegressor or sklearn.linear_model.Ridge.

Returns: dictionary where key is segment and value is internal model
Return type: Dict[str, Any]

classmethod load(path: pathlib.Path) → typing_extensions.Self¶

Load an object.

Warning

This method uses dill module which is not secure. It is possible to construct malicious data which will execute arbitrary code during loading. Never load data that could have come from an untrusted source, or that could have been tampered with.

Parameters: path (pathlib.Path) – Path to load object from.
Returns: Loaded object.
Return type: typing_extensions.Self

params_to_tune() → Dict[str, etna.distributions.distributions.BaseDistribution][source]¶

Get default grid for tuning hyperparameters.

Returns: Grid to tune.
Return type: Dict[str, etna.distributions.distributions.BaseDistribution]

predict(ts: etna.datasets.tsdataset.TSDataset, return_components: bool = False) → etna.datasets.tsdataset.TSDataset¶

Make predictions with using true values as autoregression context if possible (teacher forcing).

Parameters

ts (etna.datasets.tsdataset.TSDataset) – Dataset with features
return_components (bool) – If True additionally returns prediction components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

save(path: pathlib.Path)¶

Save the object.

Parameters: path (pathlib.Path) – Path to save object to.

set_params(**params: dict) → etna.core.mixins.TMixin¶

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

**params – Estimator parameters
self (etna.core.mixins.TMixin) –
params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()¶: Collect all information about etna object in dict.

property context_size: int¶

Context size of the model. Determines how many history points do we ask to pass to the model.

Zero for this model.