top_down

Classes

ReconciliationProportionsMethod(value)

Enum for different reconciliation proportions methods.

TopDownReconciliator(target_level, ...)

Top-down reconciliation methods.
class ReconciliationProportionsMethod(value)[source]

Enum for different reconciliation proportions methods.

class TopDownReconciliator(target_level: str, source_level: str, period: int, method: str)[source]

Top-down reconciliation methods.

Notes

Top-down reconciliation methods support only non-negative data.

Create top-down reconciliator from source_level to target_level.

Parameters

  • target_level (str) – Level to be reconciled from the forecasts.

  • source_level (str) – Level to be forecasted.

  • period (int) – Period length for calculation reconciliation proportions.

  • method (str) –

    Proportions calculation method. Selects last period timestamps for estimation. Currently supported options:

    • AHP - Average historical proportions

    • PHA - Proportions of the historical averages

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

etna.datasets.tsdataset.TSDataset

fit(ts: etna.datasets.tsdataset.TSDataset) → etna.reconciliation.top_down.TopDownReconciliator[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

etna.reconciliation.top_down.TopDownReconciliator

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

etna.datasets.tsdataset.TSDataset

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.