compotime.models

Compositional time series state-space models.

References

[*]

Hyndman, R.J., Koehler, A.B., Ord, J.K. & Snyder, R.D. 2008. Forecasting with exponential smoothing. Berlin: Springer.

[†]

Snyder, R.D. et al. 2017 Forecasting compositional time series: A state space approach International Journal of Forecasting.

Classes

LocalLevelForecaster()	Local level state-space forecaster.
LocalLevelParams(X_zero, g)	Parameters for the local level model.
LocalTrendForecaster()	Local trend state-space forecaster.
LocalTrendParams(X_zero, g)	Parameters for the local level model.
Params()	Parameters abstract class.