Index

A

AbstractMethodException ACTUAL (orbit.constants.constants.BacktestFitColumnNames attribute) ACTUAL_RESPONSE (orbit.constants.constants.PlotLabels attribute) (orbit.constants.constants.PredictionColumnNames attribute)

auto_ridge (orbit.constants.dlt.RegressionPenalty attribute) (orbit.constants.lgt.RegressionPenalty attribute) AUTO_RIDGE_SCALE (orbit.constants.dlt.DataInputMapper attribute) (orbit.constants.lgt.DataInputMapper attribute)

B

BacktestAnalyzeKeys (class in orbit.constants.constants) BacktestException BacktestFitColumnNames (class in orbit.constants.constants) Bar5 (orbit.constants.palette.QualitativePalette attribute)

BaseDLT (class in orbit.models.dlt) BaseEstimator (class in orbit.estimators.base_estimator) BaseLGT (class in orbit.models.lgt) BaseSamplingParameters (class in orbit.constants.dlt) (class in orbit.constants.lgt)

C

compile_stan_model() (in module orbit.utils.stan)

D

DAMPED_FACTOR (orbit.constants.dlt.DataInputMapper attribute) DataInputMapper (class in orbit.constants.dlt) (class in orbit.constants.lgt) DATE_COLUMN (orbit.constants.constants.DateInfo attribute) DATE_COLUMN_NAME (orbit.constants.constants.DateInfo attribute)

DATE_INFO (orbit.constants.constants.StanModelKeys attribute) DATE_INTERVAL (orbit.constants.constants.DateInfo attribute) DateInfo (class in orbit.constants.constants) DLTAggregated (class in orbit.models.dlt) DLTFull (class in orbit.models.dlt) DLTMAP (class in orbit.models.dlt)

E

END_DATE (orbit.constants.constants.DateInfo attribute) ENGINE_TO_SAMPLE (orbit.constants.constants.EstimatorOptionsMapper attribute)

EstimatorException EstimatorOptionsMapper (class in orbit.constants.constants)

F

fit() (orbit.estimators.base_estimator.BaseEstimator method) (orbit.estimators.pyro_estimator.PyroEstimator method) (orbit.estimators.pyro_estimator.PyroEstimatorMAP method) (orbit.estimators.pyro_estimator.PyroEstimatorVI method) (orbit.estimators.stan_estimator.StanEstimator method) (orbit.estimators.stan_estimator.StanEstimatorMAP method) (orbit.estimators.stan_estimator.StanEstimatorMCMC method) (orbit.estimators.stan_estimator.StanEstimatorVI method)

fixed_ridge (orbit.constants.dlt.RegressionPenalty attribute) (orbit.constants.lgt.RegressionPenalty attribute) flat (orbit.constants.dlt.GlobalTrendOption attribute) FORECAST_DATES (orbit.constants.constants.BacktestFitColumnNames attribute) FULL_SAMPLING (orbit.constants.constants.PredictMethod attribute)

G

get_compiled_stan_model() (in module orbit.utils.stan) get_parent_path() (in module orbit.utils.general) get_pyro_model() (in module orbit.utils.pyro) get_regression_coefs() (orbit.models.dlt.DLTAggregated method) (orbit.models.dlt.DLTFull method) (orbit.models.dlt.DLTMAP method) (orbit.models.lgt.LGTAggregated method) (orbit.models.lgt.LGTFull method) (orbit.models.lgt.LGTMAP method)

GLOBAL_TREND (orbit.constants.dlt.GlobalTrendSamplingParameters attribute) GLOBAL_TREND_COEF (orbit.constants.lgt.BaseSamplingParameters attribute) GLOBAL_TREND_LEVEL (orbit.constants.dlt.GlobalTrendSamplingParameters attribute) GLOBAL_TREND_POWER (orbit.constants.lgt.BaseSamplingParameters attribute) GLOBAL_TREND_SLOPE (orbit.constants.dlt.GlobalTrendSamplingParameters attribute) GlobalTrendOption (class in orbit.constants.dlt) GlobalTrendSamplingParameters (class in orbit.constants.dlt)

I

IllegalArgument InferMethod (class in orbit.constants.constants) INITIAL_SEASONALITY (orbit.constants.dlt.LatentSamplingParameters attribute) (orbit.constants.lgt.LatentSamplingParameters attribute)

is_empty_dataframe() (in module orbit.utils.general) is_ordered_datetime() (in module orbit.utils.general)

L

lasso (orbit.constants.dlt.RegressionPenalty attribute) (orbit.constants.lgt.RegressionPenalty attribute) LASSO_SCALE (orbit.constants.dlt.DataInputMapper attribute) (orbit.constants.lgt.DataInputMapper attribute) LatentSamplingParameters (class in orbit.constants.dlt) (class in orbit.constants.lgt) LEVEL (orbit.constants.constants.PredictionColumnNames attribute) LEVEL_SMOOTHING_FACTOR (orbit.constants.dlt.BaseSamplingParameters attribute) (orbit.constants.lgt.BaseSamplingParameters attribute) LGTAggregated (class in orbit.models.lgt) LGTFull (class in orbit.models.lgt)

LGTMAP (class in orbit.models.lgt) Line4 (orbit.constants.palette.QualitativePalette attribute) linear (orbit.constants.dlt.GlobalTrendOption attribute) LOCAL_GLOBAL_TREND_SUMS (orbit.constants.lgt.BaseSamplingParameters attribute) LOCAL_TREND (orbit.constants.dlt.BaseSamplingParameters attribute) LOCAL_TREND_COEF (orbit.constants.lgt.BaseSamplingParameters attribute) LOCAL_TREND_LEVELS (orbit.constants.dlt.BaseSamplingParameters attribute) (orbit.constants.lgt.BaseSamplingParameters attribute) LOCAL_TREND_SLOPES (orbit.constants.dlt.BaseSamplingParameters attribute) (orbit.constants.lgt.BaseSamplingParameters attribute) logistic (orbit.constants.dlt.GlobalTrendOption attribute) loglinear (orbit.constants.dlt.GlobalTrendOption attribute)

M

MAP (orbit.constants.constants.InferMethod attribute) (orbit.constants.constants.PredictMethod attribute) MARKOV_CHAIN_MONTE_CARLO (orbit.constants.constants.InferMethod attribute) max_plate_nesting (orbit.pyro.lgt.Model attribute) MEAN (orbit.constants.constants.PredictMethod attribute) MEDIAN (orbit.constants.constants.PredictMethod attribute) METRIC_GEO (orbit.constants.constants.BacktestAnalyzeKeys attribute) metric_horizon_barplot() (in module orbit.diagnostics.plot) METRIC_NAME (orbit.constants.constants.BacktestAnalyzeKeys attribute) METRIC_PER_BTMOD (orbit.constants.constants.BacktestAnalyzeKeys attribute) METRIC_PER_HORIZON (orbit.constants.constants.BacktestAnalyzeKeys attribute) Model (class in orbit.pyro.lgt) MODEL (orbit.constants.constants.TimeSeriesSplitSchemeNames attribute) ModelException MODELS (orbit.constants.constants.StanModelKeys attribute) module orbit orbit.constants orbit.constants.constants orbit.constants.dlt orbit.constants.lgt orbit.constants.palette orbit.diagnostics orbit.diagnostics.plot orbit.estimators orbit.estimators.base_estimator orbit.estimators.pyro_estimator orbit.estimators.stan_estimator orbit.exceptions orbit.models orbit.models.dlt orbit.models.lgt orbit.orbit orbit.pyro orbit.pyro.lgt orbit.utils orbit.utils.general orbit.utils.pyro orbit.utils.stan

O

orbit module Orbit (class in orbit.orbit) orbit.constants module orbit.constants.constants module orbit.constants.dlt module orbit.constants.lgt module orbit.constants.palette module orbit.diagnostics module orbit.diagnostics.plot module orbit.estimators module orbit.estimators.base_estimator module orbit.estimators.pyro_estimator module

orbit.estimators.stan_estimator module orbit.exceptions module orbit.models module orbit.models.dlt module orbit.models.lgt module orbit.orbit module orbit.pyro module orbit.pyro.lgt module orbit.utils module orbit.utils.general module orbit.utils.pyro module orbit.utils.stan module

P

plot_posterior_params() (in module orbit.diagnostics.plot) plot_predicted_components() (in module orbit.diagnostics.plot) plot_predicted_data() (in module orbit.diagnostics.plot) PlotLabels (class in orbit.constants.constants) PostQ (orbit.constants.palette.QualitativePalette attribute) PRED (orbit.constants.constants.BacktestFitColumnNames attribute) PRED_HORIZON (orbit.constants.constants.BacktestFitColumnNames attribute) PREDICTED_RESPONSE (orbit.constants.constants.PlotLabels attribute) (orbit.constants.constants.PredictionColumnNames attribute)

PredictedComponents (class in orbit.constants.constants) PredictionColumnNames (class in orbit.constants.constants) PredictionException PredictMethod (class in orbit.constants.constants) PyroEstimator (class in orbit.estimators.pyro_estimator) PyroEstimatorMAP (class in orbit.estimators.pyro_estimator) PyroEstimatorVI (class in orbit.estimators.pyro_estimator)

Q

QualitativePalette (class in orbit.constants.palette)

R

Rainbow8 (orbit.constants.palette.QualitativePalette attribute) REGRESSION (orbit.constants.constants.PredictedComponents attribute) REGRESSION_COEFFICIENTS (orbit.constants.dlt.RegressionSamplingParameters attribute) (orbit.constants.lgt.RegressionSamplingParameters attribute) REGRESSION_NEGATIVE_COEFFICIENTS (orbit.constants.dlt.LatentSamplingParameters attribute) (orbit.constants.lgt.LatentSamplingParameters attribute) REGRESSION_POSITIVE_COEFFICIENTS (orbit.constants.dlt.LatentSamplingParameters attribute) (orbit.constants.lgt.LatentSamplingParameters attribute) REGRESSION_REGULAR_COEFFICIENTS (orbit.constants.dlt.LatentSamplingParameters attribute) (orbit.constants.lgt.LatentSamplingParameters attribute)

RegressionPenalty (class in orbit.constants.dlt) (class in orbit.constants.lgt) RegressionSamplingParameters (class in orbit.constants.dlt) (class in orbit.constants.lgt) REGRESSOR (orbit.constants.constants.PredictionColumnNames attribute) REGRESSOR_COLUMNS (orbit.constants.constants.StanModelKeys attribute) RESIDUAL_DEGREE_OF_FREEDOM (orbit.constants.dlt.BaseSamplingParameters attribute) (orbit.constants.lgt.BaseSamplingParameters attribute) RESIDUAL_SIGMA (orbit.constants.dlt.BaseSamplingParameters attribute) (orbit.constants.lgt.BaseSamplingParameters attribute) RESPONSE_COLUMN (orbit.constants.constants.StanModelKeys attribute)

S

SAMPLE_TO_PREDICT (orbit.constants.constants.EstimatorOptionsMapper attribute) SEASONALITY (orbit.constants.constants.PredictedComponents attribute) (orbit.constants.constants.PredictionColumnNames attribute) SEASONALITY_LEVELS (orbit.constants.dlt.SeasonalitySamplingParameters attribute) (orbit.constants.lgt.SeasonalitySamplingParameters attribute) SEASONALITY_SMOOTHING_FACTOR (orbit.constants.dlt.SeasonalitySamplingParameters attribute) (orbit.constants.lgt.SeasonalitySamplingParameters attribute) SeasonalitySamplingParameters (class in orbit.constants.dlt) (class in orbit.constants.lgt)

SLOPE_SMOOTHING_FACTOR (orbit.constants.dlt.BaseSamplingParameters attribute) (orbit.constants.lgt.BaseSamplingParameters attribute) Stack (orbit.constants.palette.QualitativePalette attribute) STAN_INPUTS (orbit.constants.constants.StanModelKeys attribute) StanEstimator (class in orbit.estimators.stan_estimator) StanEstimatorMAP (class in orbit.estimators.stan_estimator) StanEstimatorMCMC (class in orbit.estimators.stan_estimator) StanEstimatorVI (class in orbit.estimators.stan_estimator) StanModelKeys (class in orbit.constants.constants) START_DATE (orbit.constants.constants.DateInfo attribute)

T

TEST_IDX (orbit.constants.constants.TimeSeriesSplitSchemeNames attribute) TimeSeriesSplitSchemeNames (class in orbit.constants.constants) TRAIN_END_DATE (orbit.constants.constants.BacktestFitColumnNames attribute) (orbit.constants.constants.TimeSeriesSplitSchemeNames attribute)

TRAIN_IDX (orbit.constants.constants.TimeSeriesSplitSchemeNames attribute) TRAIN_START_DATE (orbit.constants.constants.BacktestFitColumnNames attribute) (orbit.constants.constants.TimeSeriesSplitSchemeNames attribute) TRAINING_ACTUAL_RESPONSE (orbit.constants.constants.PlotLabels attribute) TREND (orbit.constants.constants.PredictedComponents attribute)

U

update_dict() (in module orbit.utils.general)

V

VARIATIONAL_INFERENCE (orbit.constants.constants.InferMethod attribute)