BottomUpReconciliator¶
- class BottomUpReconciliator(target_level: str, source_level: str)[source]¶
Bases:
etna.reconciliation.base.BaseReconciliator
Bottom-up reconciliation.
Create bottom-up reconciliator from
source_level
totarget_level
.- Parameters
target_level (str) – Level to be reconciled from the forecasts.
source_level (str) – Level to be forecasted.
- Inherited-members
Methods
aggregate
(ts)Aggregate the dataset to the
source_level
.fit
(ts)Fit the reconciliator parameters.
reconcile
(ts)Reconcile the forecasts in the dataset.
set_params
(**params)Return new object instance with modified parameters.
to_dict
()Collect all information about etna object in dict.
- aggregate(ts: etna.datasets.tsdataset.TSDataset) etna.datasets.tsdataset.TSDataset ¶
Aggregate the dataset to the
source_level
.- Parameters
ts (etna.datasets.tsdataset.TSDataset) – TSDataset on the level which is lower or equal to
source_level
.- Returns
TSDataset on the
source_level
.- Return type
- fit(ts: etna.datasets.tsdataset.TSDataset) etna.reconciliation.bottom_up.BottomUpReconciliator [source]¶
Fit the reconciliator parameters.
- Parameters
ts (etna.datasets.tsdataset.TSDataset) – TSDataset on the level which is lower or equal to
target_level
,source_level
.- Returns
Fitted instance of reconciliator.
- Return type
- reconcile(ts: etna.datasets.tsdataset.TSDataset) etna.datasets.tsdataset.TSDataset ¶
Reconcile the forecasts in the dataset.
- Parameters
ts (etna.datasets.tsdataset.TSDataset) – TSDataset on the
source_level
.- Returns
TSDataset on the
target_level
.- Return type
- 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 aPipeline
.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.