Index

_

__repr__() (greykite.algo.common.model_summary.ModelSummary method) __starting_test_index (greykite.sklearn.cross_validation.RollingTimeSeriesSplit attribute) __str__() (greykite.algo.common.model_summary.ModelSummary method) _get_offset() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method) _get_summary() (greykite.algo.common.model_summary.ModelSummary method) _is_fitted (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer attribute) (greykite.sklearn.transform.null_transformer.NullTransformer attribute) (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer attribute)

_iter_test_indices() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method) _iter_test_masks() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method) _pred_category (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) _sample_splits() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method)

A

actual_col (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) ACTUAL_COL (in module greykite.common.constants) actuals (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) actuals_test (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) adaptive_lasso_coef (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) add_daily_events() (in module greykite.common.features.timeseries_features) add_event_window() (in module greykite.common.features.timeseries_features) add_event_window_multi() (in module greykite.common.features.timeseries_features) add_time_features_df() (in module greykite.common.features.timeseries_features) adjust_anomalous_data() (in module greykite.common.features.adjust_anomalous_data) adjust_trend_method (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) adjust_trend_param (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) adjusted_forecasts (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) adjusted_forecasts_test (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) ADJUSTMENT_DELTA_COL (in module greykite.common.constants) agg_freqs (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) agg_func (greykite.framework.templates.autogen.forecast_config.EvaluationMetricParam attribute) agg_funcs (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) AGG_LAG_INFIX (in module greykite.common.constants) agg_periods (greykite.framework.templates.autogen.forecast_config.EvaluationMetricParam attribute) aggregation_period (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) AggregationFunctionEnum (class in greykite.common.aggregation_function_enum) algo (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] all_holiday_dates (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) ALL_HOLIDAYS_IN_COUNTRIES (greykite.algo.forecast.silverkite.constants.silverkite_holiday.SilverkiteHoliday attribute) allow_model_components_param_list (greykite.framework.templates.auto_arima_template.AutoArimaTemplate property) (greykite.framework.templates.lag_based_template.LagBasedTemplate property) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate property) (greykite.framework.templates.prophet_template.ProphetTemplate property) (greykite.framework.templates.silverkite_template.SilverkiteTemplate property) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate property) allow_model_template_list (greykite.framework.templates.auto_arima_template.AutoArimaTemplate property) (greykite.framework.templates.lag_based_template.LagBasedTemplate property) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate property) (greykite.framework.templates.prophet_template.ProphetTemplate property) (greykite.framework.templates.silverkite_template.SilverkiteTemplate property) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate property) ANOMALY_COL (in module greykite.common.constants) anomaly_info (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.framework.templates.autogen.forecast_config.MetadataParam attribute) apply_auto_arima_model_components_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) apply_computation_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate static method) (greykite.framework.templates.lag_based_template.LagBasedTemplate static method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate static method) (greykite.framework.templates.prophet_template.ProphetTemplate static method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate static method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate static method) apply_evaluation_metric_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate static method) (greykite.framework.templates.lag_based_template.LagBasedTemplate static method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate static method) (greykite.framework.templates.prophet_template.ProphetTemplate static method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate static method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate static method)

apply_evaluation_period_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate static method) (greykite.framework.templates.lag_based_template.LagBasedTemplate static method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate static method) (greykite.framework.templates.prophet_template.ProphetTemplate static method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate static method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate static method) apply_forecast_config() (greykite.framework.templates.forecaster.Forecaster method) apply_forecast_config_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) apply_lag_based_model_components_defaults() (greykite.framework.templates.lag_based_template.LagBasedTemplate method) apply_metadata_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate static method) (greykite.framework.templates.lag_based_template.LagBasedTemplate static method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate static method) (greykite.framework.templates.prophet_template.ProphetTemplate static method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate static method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate static method) apply_model_components_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate static method) (greykite.framework.templates.lag_based_template.LagBasedTemplate static method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate static method) (greykite.framework.templates.prophet_template.ProphetTemplate static method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate static method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate static method) apply_model_template_defaults() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) apply_prophet_model_components_defaults() (greykite.framework.templates.prophet_template.ProphetTemplate method) apply_template_decorator() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate static method) (greykite.framework.templates.lag_based_template.LagBasedTemplate static method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate static method) (greykite.framework.templates.prophet_template.ProphetTemplate static method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate static method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate static method) apply_template_for_pipeline_params() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) ar (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] AUTO (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) AUTO_ARIMA (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) AutoArimaEstimator (class in greykite.sklearn.estimator.auto_arima_estimator) AutoArimaTemplate (class in greykite.framework.templates.auto_arima_template) autocomplete_map_func_dict() (greykite.framework.output.univariate_forecast.UnivariateForecast method) autocomplete_metric_dict() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig static method) autoregression (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) available_datasets (greykite.common.data_loader.DataLoader attribute)

B

backtest (greykite.framework.pipeline.pipeline.ForecastResult attribute) bandwidth (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) bandwidth_multiplier (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) baseline_offsets (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) BaseSilverkiteEstimator (class in greykite.sklearn.estimator.base_silverkite_estimator)

BenchmarkForecastConfig (class in greykite.framework.benchmark.benchmark_class) beta (greykite.algo.common.model_summary.ModelSummary attribute) bottom_up_transform (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) build_agg_lag_df() (in module greykite.common.features.timeseries_lags) build_autoreg_df() (in module greykite.common.features.timeseries_lags) build_autoreg_df_multi() (in module greykite.common.features.timeseries_lags) build_time_features_df() (in module greykite.common.features.timeseries_features)

C

CHANGEPOINT_COL_PREFIX (in module greykite.common.constants) CHANGEPOINT_COL_PREFIX_SHORT (in module greykite.common.constants) ChangepointDetector (class in greykite.algo.changepoint.adalasso.changepoint_detector) changepoints (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) check_holiday_group() (greykite.algo.common.holiday_grouper.HolidayGrouper method) check_scores() (greykite.algo.common.holiday_grouper.HolidayGrouper method) check_template_type() (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) clustering_method (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) coef_ (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) CoefficientOfDetermination (greykite.common.evaluation.EvaluationMetricEnum attribute) col_name (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) color (greykite.algo.reconcile.convex.reconcile_forecasts.TraceInfo attribute) COLS_DAY_OF_WEEK (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_DAY_OF_WEEK_SEAS (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_EVENT_SEAS (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_EVENT_WEEKEND_SEAS (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_HOUR_OF_WEEK (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_TREND_DAILY_SEAS (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_TREND_DAY_OF_WEEK (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_TREND_WEEKEND (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_TREND_WEEKLY_SEAS (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) COLS_WEEKEND_SEAS (greykite.algo.forecast.silverkite.constants.silverkite_column.SilverkiteColumn attribute) combine_detected_and_custom_trend_changepoints() (in module greykite.algo.changepoint.adalasso.changepoints_utils) COMMON_MODELCOMPONENTPARAM_PARAMETERS (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) (in module greykite.framework.templates.simple_silverkite_template_config) COMPUTATION_N_JOBS (in module greykite.framework.constants) computation_param (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) COMPUTATION_VERBOSE (in module greykite.framework.constants) ComputationParam (class in greykite.framework.templates.autogen.forecast_config) compute_evaluation_metrics_split() (greykite.framework.output.univariate_forecast.UnivariateForecast method) conf_interval() (in module greykite.algo.uncertainty.conditional.conf_interval) config (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.forecaster.Forecaster attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute)

configs (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute) constants (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate property) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate property) constraint_matrix (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) constraint_violation (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) constraint_violation_test (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) convert_date_to_continuous_time() (in module greykite.common.features.timeseries_features) convert_params() (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) Correlation (greykite.common.evaluation.EvaluationMetricEnum attribute) country_holiday_df (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) covariance (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) coverage (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) COVERAGE_VS_INTENDED_DIFF (in module greykite.common.constants) cp (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] criterion (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) custom (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) CUSTOM_SCORE_FUNC_NAME (in module greykite.framework.constants) cv_expanding_window (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) cv_horizon (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) cv_max_splits (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) cv_min_train_periods (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) cv_periods_between_splits (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) cv_periods_between_train_test (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) cv_report_metrics (greykite.framework.templates.autogen.forecast_config.EvaluationMetricParam attribute) CV_REPORT_METRICS_ALL (in module greykite.framework.constants) cv_selection_metric (greykite.framework.templates.autogen.forecast_config.EvaluationMetricParam attribute) cv_use_most_recent_splits (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute)

D

DAILY_SEASONALITY (greykite.algo.forecast.silverkite.constants.silverkite_seasonality.SilverkiteSeasonalityEnum attribute), [1] data_freq_in_seconds (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) DataLoader (class in greykite.common.data_loader) DataLoaderTS (class in greykite.framework.benchmark.data_loader_ts) date_format (greykite.framework.templates.autogen.forecast_config.MetadataParam attribute) DEFAULT_MODEL_TEMPLATE (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) default_model_template_name (greykite.framework.templates.forecaster.Forecaster attribute) describe_time_col() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) describe_value_col() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) description (greykite.framework.templates.model_templates.ModelTemplate attribute) df (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) (greykite.algo.common.seasonality_inferrer.SeasonalityInferrer attribute) (greykite.algo.reconcile.convex.reconcile_forecasts.TraceInfo attribute) (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute) (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator attribute)

df_before_adjustment (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) df_features (greykite.algo.common.seasonality_inferrer.SeasonalityInferrer attribute) df_test (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) df_train (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) DIMENSION_COL (in module greykite.common.constants) drop_cols (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer attribute) DropDegenerateTransformer (class in greykite.sklearn.transform.drop_degenerate_transformer) dsi (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] dump_forecast_result() (greykite.framework.templates.forecaster.Forecaster method) dump_obj() (in module greykite.framework.templates.pickle_utils)

E

END_TIME_COL (in module greykite.common.constants) ERR_STD_COL (in module greykite.common.constants) estimator (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.auto_arima_template.AutoArimaTemplate property) (greykite.framework.templates.lag_based_template.LagBasedTemplate property) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate property) (greykite.framework.templates.prophet_template.ProphetTemplate property) (greykite.framework.templates.silverkite_template.SilverkiteTemplate property) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate property) estimator_params (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) estimators (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) evaluate() (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) evaluation_df (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) evaluation_df_test (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) evaluation_metric_param (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) EVALUATION_PERIOD_CV_MAX_SPLITS (in module greykite.framework.constants) evaluation_period_param (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute)

EvaluationMetricEnum (class in greykite.common.evaluation) EvaluationMetricParam (class in greykite.framework.templates.autogen.forecast_config) EvaluationPeriodParam (class in greykite.framework.templates.autogen.forecast_config) EVENT_DEFAULT (in module greykite.common.constants) EVENT_DF_DATE_COL (in module greykite.common.constants) EVENT_DF_LABEL_COL (in module greykite.common.constants) EVENT_INDICATOR (in module greykite.common.constants) EVENT_PREFIX (in module greykite.common.constants) EVENT_REGEX (in module greykite.common.constants) EVENT_SHIFTED_SUFFIX_AFTER (in module greykite.common.constants) EVENT_SHIFTED_SUFFIX_BEFORE (in module greykite.common.constants) events (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) expand_holiday_df_with_suffix() (greykite.algo.common.holiday_grouper.HolidayGrouper static method) expanded_holiday_df (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) extra_pred_cols (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) extra_years (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) extract_forecasts() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method)

F

feaset (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] feature_cols (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) figures (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) figures_test (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) find_seasonality_changepoints() (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector method) find_trend_changepoints() (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector method) finish_fit() (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) fit() (greykite.algo.common.l1_quantile_regression.QuantileRegression method) (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer method) (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer method) (greykite.sklearn.transform.null_transformer.NullTransformer method) (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer method) fit_algorithm (greykite.algo.common.model_summary.ModelSummary attribute) (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) fit_cols (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) fit_df (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator attribute) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) fit_lengths (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) fit_lengths_in_seconds (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) fit_ml_model() (in module greykite.algo.common.ml_models) fit_ml_model_with_evaluation() (in module greykite.algo.common.ml_models) fit_transform() (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer method) (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer method) (greykite.sklearn.transform.null_transformer.NullTransformer method) (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer method) fit_transform_evaluate() (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) fit_uncertainty() (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method)

fit_y (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) forecast (greykite.framework.pipeline.pipeline.ForecastResult attribute) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator attribute) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator attribute) forecast() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) forecast_breakdown() (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) forecast_horizon (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) forecast_horizons (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) forecast_one_by_one (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) forecast_pipeline() (in module greykite.framework.pipeline.pipeline) forecast_result (greykite.framework.templates.forecaster.Forecaster attribute) forecast_simple() (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) FORECAST_STEP_COL (in module greykite.framework.constants) forecast_x_mat (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) ForecastConfig (class in greykite.framework.templates.autogen.forecast_config) Forecaster (class in greykite.framework.templates.forecaster) forecaster (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute) ForecastResult (class in greykite.framework.pipeline.pipeline) forecasts (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute) forecasts_test (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) fourier_series_fcn() (in module greykite.common.features.timeseries_features) fourier_series_multi_fcn() (in module greykite.common.features.timeseries_features) fourier_series_orders (greykite.algo.common.seasonality_inferrer.SeasonalityInferrer attribute) FRACTION_OUTSIDE_TOLERANCE (in module greykite.common.constants) FRACTION_OUTSIDE_TOLERANCE_NAME (in module greykite.framework.constants) FractionOutsideTolerance1 (greykite.common.evaluation.EvaluationMetricEnum attribute) FractionOutsideTolerance2 (greykite.common.evaluation.EvaluationMetricEnum attribute) FractionOutsideTolerance3 (greykite.common.evaluation.EvaluationMetricEnum attribute) FractionOutsideTolerance4 (greykite.common.evaluation.EvaluationMetricEnum attribute) FractionOutsideTolerance5 (greykite.common.evaluation.EvaluationMetricEnum attribute) freq (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.framework.templates.autogen.forecast_config.MetadataParam attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) from_json() (greykite.framework.templates.autogen.forecast_config.ForecastConfig static method)

G

generate_daily_event_dict() (greykite.algo.common.holiday_inferrer.HolidayInferrer method) get_aggregated_data() (greykite.common.data_loader.DataLoader static method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS static method) get_available_holiday_lookup_countries() (in module greykite.common.features.timeseries_features) get_available_holidays_across_countries() (in module greykite.common.features.timeseries_features) get_available_holidays_in_countries() (in module greykite.common.features.timeseries_features) get_basic_pipeline() (in module greykite.framework.pipeline.utils) get_best_index() (in module greykite.framework.pipeline.utils) get_changepoint_dates_from_changepoints_dict() (in module greykite.common.features.timeseries_features) get_changepoint_features() (in module greykite.common.features.timeseries_features) get_changepoint_features_and_values_from_config() (in module greykite.common.features.timeseries_features) get_changepoint_string() (in module greykite.common.features.timeseries_features) get_changepoint_values_from_config() (in module greykite.common.features.timeseries_features) get_child_nodes() (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship method) get_coef_summary() (greykite.algo.common.model_summary.ModelSummary method) get_custom_changepoints_values() (in module greykite.common.features.timeseries_features) get_data_home() (greykite.common.data_loader.DataLoader static method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS static method) get_data_inventory() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) get_data_names() (greykite.common.data_loader.DataLoader static method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS static method) get_default_origin_for_time_vars() (in module greykite.common.features.timeseries_features) get_df() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) get_eu_dst_end() (in module greykite.common.features.timeseries_features) get_eu_dst_start() (in module greykite.common.features.timeseries_features) get_evaluation_metrics() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) get_evenly_spaced_changepoints_dates() (in module greykite.common.features.timeseries_features) get_evenly_spaced_changepoints_values() (in module greykite.common.features.timeseries_features) get_event_pred_cols() (in module greykite.algo.forecast.silverkite.forecast_simple_silverkite_helper) get_exploratory_plots() (in module greykite.framework.utils.exploratory_data_analysis) get_flexible_grouping_evaluation() (greykite.framework.output.univariate_forecast.UnivariateForecast method) get_forecast() (in module greykite.framework.pipeline.utils) get_forecast_time_properties() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) get_fourier_col_name() (in module greykite.common.features.timeseries_features) get_grouping_evaluation() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) (greykite.framework.output.univariate_forecast.UnivariateForecast method) get_grouping_evaluation_metrics() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) get_holiday_scores() (greykite.algo.common.holiday_grouper.HolidayGrouper method) get_holidays() (in module greykite.common.features.timeseries_features) get_hyperparameter_grid() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) get_hyperparameter_searcher() (in module greykite.framework.pipeline.utils) get_lagged_regressor_info() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) get_level_of_node() (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship method) get_logistic_func() (in module greykite.common.features.timeseries_features) get_max_ar_order() (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) get_metric_func() (greykite.common.evaluation.EvaluationMetricEnum method)

get_metric_greater_is_better() (greykite.common.evaluation.EvaluationMetricEnum method) get_metric_name() (greykite.common.evaluation.EvaluationMetricEnum method) get_model_components_from_model_template() (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) get_n_splits() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method) get_n_splits_without_capping() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method) get_params() (greykite.algo.common.l1_quantile_regression.QuantileRegression method) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer method) (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer method) (greykite.sklearn.transform.null_transformer.NullTransformer method) (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer method) get_pipeline() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) get_prophet_holidays() (greykite.framework.templates.prophet_template.ProphetTemplate method) get_quantiles_and_overlays() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) get_ranks_and_splits() (in module greykite.framework.utils.result_summary) get_regressor_cols() (greykite.framework.templates.auto_arima_template.AutoArimaTemplate method) (greykite.framework.templates.lag_based_template.LagBasedTemplate method) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate method) (greykite.framework.templates.prophet_template.ProphetTemplate method) (greykite.framework.templates.silverkite_template.SilverkiteTemplate method) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate method) get_runtimes() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) get_score_func_with_aggregation() (in module greykite.framework.pipeline.utils) get_scoring_and_refit() (in module greykite.framework.pipeline.utils) get_silverkite_column() (greykite.algo.forecast.silverkite.constants.silverkite_constant.SilverkiteConstant method) get_silverkite_components_enum() (greykite.algo.forecast.silverkite.constants.silverkite_constant.SilverkiteConstant method) get_silverkite_holiday() (greykite.algo.forecast.silverkite.constants.silverkite_constant.SilverkiteConstant method) get_silverkite_seasonality_enum() (greykite.algo.forecast.silverkite.constants.silverkite_constant.SilverkiteConstant method) get_silverkite_time_frequency_enum() (greykite.algo.forecast.silverkite.constants.silverkite_constant.SilverkiteConstant method) get_silverkite_uncertainty_dict() (in module greykite.algo.forecast.silverkite.forecast_silverkite_helper) get_us_dst_end() (in module greykite.common.features.timeseries_features) get_us_dst_start() (in module greykite.common.features.timeseries_features) get_valid_config_names() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) gr (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] greykite.common.constants module greykite.common.features.timeseries_features module greykite.framework.constants module greykite.framework.templates.simple_silverkite_template_config module greykite.sklearn.transform.drop_degenerate_transformer module greykite.sklearn.transform.normalize_transformer module greykite.sklearn.transform.null_transformer module greykite.sklearn.transform.zscore_outlier_transformer module grid_search (greykite.framework.pipeline.pipeline.ForecastResult attribute) group_holidays() (greykite.algo.common.holiday_grouper.HolidayGrouper method) growth (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) GrowthColEnum (class in greykite.common.constants)

H

HierarchicalRelationship (class in greykite.algo.reconcile.hierarchical_relationship) hol (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] HOLIDAY_LOOKUP_COUNTRIES_AUTO (greykite.algo.forecast.silverkite.constants.silverkite_holiday.SilverkiteHoliday attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) HolidayGrouper (class in greykite.algo.common.holiday_grouper) HolidayInferrer (class in greykite.algo.common.holiday_inferrer) holidays (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) HOLIDAYS_TO_INTERACT (greykite.algo.forecast.silverkite.constants.silverkite_holiday.SilverkiteHoliday attribute)

HOLIDAYS_TO_MODEL_SEPARATELY_AUTO (greykite.algo.forecast.silverkite.constants.silverkite_holiday.SilverkiteHoliday attribute) html_str (greykite.algo.common.model_summary.ModelSummary attribute) hyperparameter_budget (greykite.framework.templates.autogen.forecast_config.ComputationParam attribute) hyperparameter_grid (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) hyperparameter_override (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute)

I

impute_with_lags() (in module greykite.common.features.timeseries_impute) impute_with_lags_multi() (in module greykite.common.features.timeseries_impute) include_diagnostics (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) independent_holiday_thres (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) infer_fourier_series_order() (greykite.algo.common.seasonality_inferrer.SeasonalityInferrer method) infer_holidays() (greykite.algo.common.holiday_inferrer.HolidayInferrer method)

info_dict (greykite.algo.common.model_summary.ModelSummary attribute) is_dst_fcn() (in module greykite.common.features.timeseries_features) IS_EVENT_ADJACENT_COL (in module greykite.common.constants) IS_EVENT_COL (in module greykite.common.constants) IS_EVENT_EXACT_COL (in module greykite.common.constants) is_optimization_solution (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) is_run (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute)

K

kde (greykite.algo.common.holiday_grouper.HolidayGrouper attribute)

keep_cols (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer attribute) kmeans (greykite.algo.common.holiday_grouper.HolidayGrouper attribute)

L

LAG_BASED (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) LAG_INFIX (in module greykite.common.constants) LAG_REGEX (in module greykite.common.constants) LagBasedEstimator (class in greykite.sklearn.estimator.lag_based_estimator) LagBasedTemplate (class in greykite.framework.templates.lag_based_template) lagged_regressor_cols (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) lagged_regressors (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) LagUnitEnum (class in greykite.sklearn.estimator.lag_based_estimator) lam_adj (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) lam_bias (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) lam_train (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) lam_var (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) last_date_for_lag_reg (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) last_date_for_reg (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) last_date_for_val (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) leaf_projection_matrix (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) legendgroup (greykite.algo.reconcile.convex.reconcile_forecasts.TraceInfo attribute) levels (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) LEVELSHIFT_COL_PREFIX_SHORT (in module greykite.common.constants) load_beijing_pm() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_beijing_pm_ts() (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_bikesharing() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_bikesharing_ts() (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_bitcoin_transactions() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method)

load_data() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) load_data_ts() (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_electricity() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_forecast_result() (greykite.framework.templates.forecaster.Forecaster method) load_fred_housing() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_hierarchical_actuals() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_hierarchical_forecasts() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_obj() (in module greykite.framework.templates.pickle_utils) load_parking() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_parking_ts() (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_peyton_manning() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_peyton_manning_ts() (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_sf_traffic() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_solarpower() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_sunspot() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) load_windpower() (greykite.common.data_loader.DataLoader method) (greykite.framework.benchmark.data_loader_ts.DataLoaderTS method) LOGGER_NAME (in module greykite.common.constants) logistic() (in module greykite.common.features.timeseries_features) LOWER_BAND_COVERAGE (in module greykite.common.constants) lower_bound (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute)

M

make_future_dataframe() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) make_univariate_time_series() (greykite.framework.output.univariate_forecast.UnivariateForecast method) max_ar_orders (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) max_colwidth (greykite.algo.common.model_summary.ModelSummary attribute) max_lag_order (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator attribute) max_order (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) mean (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer attribute) MEAN_COL_GROUP (in module greykite.framework.constants) mean_interval_score() (in module greykite.common.evaluation) MeanAbsoluteError (greykite.common.evaluation.EvaluationMetricEnum attribute) MeanAbsolutePercentError (greykite.common.evaluation.EvaluationMetricEnum attribute) MeanSquaredError (greykite.common.evaluation.EvaluationMetricEnum attribute) MedianAbsoluteError (greykite.common.evaluation.EvaluationMetricEnum attribute) MedianAbsolutePercentError (greykite.common.evaluation.EvaluationMetricEnum attribute) metadata_param (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) MetadataParam (class in greykite.framework.templates.autogen.forecast_config) method (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) METRIC_COL (in module greykite.common.constants) min_lag_order (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator attribute) min_splits (greykite.sklearn.cross_validation.RollingTimeSeriesSplit attribute) missing_info (greykite.sklearn.transform.null_transformer.NullTransformer attribute) ml_model (greykite.algo.common.model_summary.ModelSummary attribute) model (greykite.framework.pipeline.pipeline.ForecastResult attribute) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator attribute) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator attribute)

model_components_param (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) model_configs (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) model_dict (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) model_summary (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) model_template (greykite.framework.templates.autogen.forecast_config.ForecastConfig attribute) model_template_enum (greykite.framework.templates.forecaster.Forecaster attribute) ModelComponentsParam (class in greykite.framework.templates.autogen.forecast_config) models (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) ModelSummary (class in greykite.algo.common.model_summary) ModelTemplate (class in greykite.framework.templates.model_templates) ModelTemplateEnum (class in greykite.framework.templates.model_templates) module greykite.common.constants greykite.common.features.timeseries_features greykite.framework.constants greykite.framework.templates.simple_silverkite_template_config greykite.sklearn.transform.drop_degenerate_transformer greykite.sklearn.transform.normalize_transformer greykite.sklearn.transform.null_transformer greykite.sklearn.transform.zscore_outlier_transformer MONTHLY_SEASONALITY (greykite.algo.forecast.silverkite.constants.silverkite_seasonality.SilverkiteSeasonalityEnum attribute), [1] MULTI_TEMPLATES (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) (in module greykite.framework.templates.simple_silverkite_template_config) MULTISTAGE_EMPTY (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) MultistageForecastEstimator (class in greykite.sklearn.estimator.multistage_forecast_estimator) MultistageForecastTemplate (class in greykite.framework.templates.multistage_forecast_template)

N

n_clusters (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) n_jobs (greykite.framework.templates.autogen.forecast_config.ComputationParam attribute) name (greykite.algo.reconcile.convex.reconcile_forecasts.TraceInfo attribute) names (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) NEW_PATTERN_ANOMALY_COL (in module greykite.common.constants) nodes_per_level (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) none (greykite.algo.common.seasonality_inferrer.TrendAdjustMethodEnum attribute) NormalizeTransformer (class in greykite.sklearn.transform.normalize_transformer) null_frac (greykite.sklearn.transform.null_transformer.NullTransformer attribute)

null_model_params (greykite.framework.templates.autogen.forecast_config.EvaluationMetricParam attribute) null_model_predicted_col (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) NULL_PREDICTED_COL (in module greykite.common.constants) NullTransformer (class in greykite.sklearn.transform.null_transformer) num_children_per_parent (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) num_internal_nodes (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) num_leaf_nodes (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) num_nodes (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) num_points_per_agg_freqs (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute)

O

objective_fn (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) objective_fn_val (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) objective_weights (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) offset (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) order_dict (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute)

original_df (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) original_time_col (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) original_value_col (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) overall_average (greykite.algo.common.seasonality_inferrer.TrendAdjustMethodEnum attribute) OVERLAY_COL_GROUP (in module greykite.framework.constants)

P

partition_fut_df() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) past_df (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) period (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) periods_between_train_test (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) pipeline (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) pipeline_params (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.forecaster.Forecaster attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) plot() (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector method) (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) (greykite.framework.output.univariate_forecast.UnivariateForecast method) plot_components() (greykite.framework.output.univariate_forecast.UnivariateForecast method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) plot_evaluation_metrics() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) plot_flexible_grouping_evaluation() (greykite.framework.output.univariate_forecast.UnivariateForecast method) plot_forecast_vs_actual() (in module greykite.common.viz.timeseries_plotting) plot_forecasts_by_config() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) plot_forecasts_by_step() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) plot_grouping_evaluation() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) (greykite.framework.output.univariate_forecast.UnivariateForecast method) plot_grouping_evaluation_metrics() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) plot_multivariate() (in module greykite.common.viz.timeseries_plotting) plot_quantiles_and_overlays() (greykite.framework.input.univariate_time_series.UnivariateTimeSeries method) plot_runtimes() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) plot_transform_matrix() (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) plot_trend_changepoint_detection() (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) plot_univariate() (in module greykite.common.viz.timeseries_plotting) plotting (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) post_search_days (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) pre_search_days (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) pred_category (greykite.algo.common.model_summary.ModelSummary attribute) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator property) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator property) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator property)

pred_cols (greykite.algo.common.model_summary.ModelSummary attribute) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) predict() (greykite.algo.common.l1_quantile_regression.QuantileRegression method) (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) predict_n() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) predict_n_no_sim() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) predict_n_via_sim() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) predict_no_sim() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) predict_uncertainty() (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) predict_via_sim() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) predict_via_sim_fast() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) PREDICTED_ANOMALY_COL (in module greykite.common.constants) predicted_col (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) PREDICTED_COL (in module greykite.common.constants) predicted_lower_col (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) PREDICTED_LOWER_COL (in module greykite.common.constants) predicted_upper_col (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) PREDICTED_UPPER_COL (in module greykite.common.constants) PREDICTION_BAND_COVERAGE (in module greykite.common.constants) PREDICTION_BAND_WIDTH (in module greykite.common.constants) prob (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) PROPHET (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) ProphetEstimator (class in greykite.sklearn.estimator.prophet_estimator) ProphetTemplate (class in greykite.framework.templates.prophet_template) pytz_is_dst_fcn() (in module greykite.common.features.timeseries_features)

Q

Quantile80 (greykite.common.evaluation.EvaluationMetricEnum attribute) Quantile95 (greykite.common.evaluation.EvaluationMetricEnum attribute) Quantile99 (greykite.common.evaluation.EvaluationMetricEnum attribute)

QUANTILE_COL_GROUP (in module greykite.framework.constants) QUANTILE_SUMMARY_COL (in module greykite.common.constants) QuantileRegression (class in greykite.algo.common.l1_quantile_regression) QUARTERLY_SEASONALITY (greykite.algo.forecast.silverkite.constants.silverkite_seasonality.SilverkiteSeasonalityEnum attribute), [1]

R

r2_loss_function (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) R2_null_model_score (in module greykite.common.constants) r2_null_model_score() (in module greykite.common.evaluation) ReconcileAdditiveForecasts (class in greykite.algo.reconcile.convex.reconcile_forecasts) regressor_cols (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute)

regressors (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) relative_error_tolerance (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.autogen.forecast_config.EvaluationMetricParam attribute) RESIDUAL_COL (in module greykite.common.constants) result (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute) result_dict (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) RollingTimeSeriesSplit (class in greykite.sklearn.cross_validation) RootMeanSquaredError (greykite.common.evaluation.EvaluationMetricEnum attribute) run() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) run_forecast_config() (greykite.framework.templates.forecaster.Forecaster method) run_forecast_json() (greykite.framework.templates.forecaster.Forecaster method)

S

scaler (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer attribute) score() (greykite.algo.common.l1_quantile_regression.QuantileRegression method) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) score_func (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) score_func_greater_is_better (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) score_result (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) score_result_avg (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) seas (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1] seas_name (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) seasonal_average (greykite.algo.common.seasonality_inferrer.TrendAdjustMethodEnum attribute) seasonality (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) seasonality_changepoints (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) seasonality_df (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) seasonality_estimation (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) SEASONALITY_REGEX (in module greykite.common.constants) SeasonalityInferConfig (class in greykite.algo.common.seasonality_inferrer) SeasonalityInferrer (class in greykite.algo.common.seasonality_inferrer) set_params() (greykite.algo.common.l1_quantile_regression.QuantileRegression method) (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer method) (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer method) (greykite.sklearn.transform.null_transformer.NullTransformer method) (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer method) SEVERITY_SCORE_COL (in module greykite.common.constants) signed_pow() (in module greykite.common.features.timeseries_features) SILVERKITE (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) silverkite (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator attribute) SILVERKITE (in module greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_ALGO (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_AR (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_COMPONENT_KEYWORDS (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_CP (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_DAILY_1 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (in module greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_DAILY_1_CONFIG_1 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) SILVERKITE_DAILY_1_CONFIG_2 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute)

SILVERKITE_DAILY_1_CONFIG_3 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) SILVERKITE_DAILY_90 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_DSI (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_EMPTY (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) SILVERKITE_FEASET (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_FREQ (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_GR (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_HOL (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_HOURLY_1 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_HOURLY_168 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_HOURLY_24 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_HOURLY_336 (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_MONTHLY (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) (in module greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_SEAS (class in greykite.framework.templates.simple_silverkite_template_config) SILVERKITE_TWO_STAGE (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_WEEKLY (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_WOW (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) SILVERKITE_WSI (class in greykite.framework.templates.simple_silverkite_template_config) SilverkiteColumn (class in greykite.algo.forecast.silverkite.constants.silverkite_column) SilverkiteComponentsEnum (class in greykite.algo.forecast.silverkite.constants.silverkite_component) SilverkiteConstant (class in greykite.algo.forecast.silverkite.constants.silverkite_constant) SilverkiteEstimator (class in greykite.sklearn.estimator.silverkite_estimator) SilverkiteForecast (class in greykite.algo.forecast.silverkite.forecast_silverkite) SilverkiteHoliday (class in greykite.algo.forecast.silverkite.constants.silverkite_holiday) SilverkiteSeasonalityEnum (class in greykite.algo.forecast.silverkite.constants.silverkite_seasonality), [1] SilverkiteTemplate (class in greykite.framework.templates.silverkite_template) SilverkiteTimeFrequencyEnum (class in greykite.algo.forecast.silverkite.constants.silverkite_time_frequency) SimpleSilverkiteEstimator (class in greykite.sklearn.estimator.simple_silverkite_estimator) SimpleSilverkiteForecast (class in greykite.algo.forecast.silverkite.forecast_simple_silverkite) SimpleSilverkiteTemplate (class in greykite.framework.templates.simple_silverkite_template) SimpleSilverkiteTemplateConstants (class in greykite.framework.templates.simple_silverkite_template_config) SimpleSilverkiteTemplateConstants.SILVERKITE_COMPONENT_KEYWORDS (class in greykite.framework.templates.simple_silverkite_template_config) SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions (class in greykite.framework.templates.simple_silverkite_template_config) SimpleSilverkiteTemplateOptions (class in greykite.framework.templates.simple_silverkite_template_config), [1] simulate() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) simulate_multi() (greykite.algo.forecast.silverkite.forecast_silverkite.SilverkiteForecast method) (greykite.algo.forecast.silverkite.forecast_simple_silverkite.SimpleSilverkiteForecast method) SINGLE_MODEL_TEMPLATE_TYPE (in module greykite.framework.templates.simple_silverkite_template_config) SK (greykite.framework.templates.model_templates.ModelTemplateEnum attribute) spline_fit (greykite.algo.common.seasonality_inferrer.TrendAdjustMethodEnum attribute) split() (greykite.sklearn.cross_validation.RollingTimeSeriesSplit method) START_TIME_COL (in module greykite.common.constants) starting_child_index_per_parent (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) starting_index_per_level (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) std (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer attribute) sum_matrix (greykite.algo.reconcile.hierarchical_relationship.HierarchicalRelationship attribute) summarize_grid_search_results() (in module greykite.framework.utils.result_summary) summary() (greykite.sklearn.estimator.auto_arima_estimator.AutoArimaEstimator method) (greykite.sklearn.estimator.base_silverkite_estimator.BaseSilverkiteEstimator method) (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator method) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator method) (greykite.sklearn.estimator.prophet_estimator.ProphetEstimator method) (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) (greykite.sklearn.estimator.simple_silverkite_estimator.SimpleSilverkiteEstimator method) SymmetricMeanAbsolutePercentError (greykite.common.evaluation.EvaluationMetricEnum attribute)

T

template (greykite.framework.templates.forecaster.Forecaster attribute) template_class (greykite.framework.templates.forecaster.Forecaster attribute) (greykite.framework.templates.model_templates.ModelTemplate attribute) test_evaluation (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) test_horizon (greykite.framework.templates.autogen.forecast_config.EvaluationPeriodParam attribute) test_na_count (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) test_start_date (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) time_col (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) (greykite.algo.common.seasonality_inferrer.SeasonalityInferrer attribute) (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.autogen.forecast_config.MetadataParam attribute) TIME_COL (in module greykite.common.constants) time_properties (greykite.framework.templates.auto_arima_template.AutoArimaTemplate attribute) (greykite.framework.templates.lag_based_template.LagBasedTemplate attribute) (greykite.framework.templates.multistage_forecast_template.MultistageForecastTemplate attribute) (greykite.framework.templates.prophet_template.ProphetTemplate attribute) (greykite.framework.templates.silverkite_template.SilverkiteTemplate attribute) (greykite.framework.templates.simple_silverkite_template.SimpleSilverkiteTemplate attribute) time_stats (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) TimeFeaturesEnum (class in greykite.common.constants) timeseries (greykite.framework.pipeline.pipeline.ForecastResult attribute) together_holiday_thres (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) tolerance (greykite.algo.common.seasonality_inferrer.SeasonalityInferConfig attribute) TraceInfo (class in greykite.algo.reconcile.convex.reconcile_forecasts) train_end (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator attribute) (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute)

train_end_date (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) (greykite.framework.templates.autogen.forecast_config.MetadataParam attribute) train_evaluation (greykite.framework.output.univariate_forecast.UnivariateForecast attribute) train_lengths (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) train_lengths_in_seconds (greykite.sklearn.estimator.multistage_forecast_estimator.MultistageForecastEstimator attribute) train_start (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator attribute) transform() (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) (greykite.sklearn.transform.drop_degenerate_transformer.DropDegenerateTransformer method) (greykite.sklearn.transform.normalize_transformer.NormalizeTransformer method) (greykite.sklearn.transform.null_transformer.NullTransformer method) (greykite.sklearn.transform.zscore_outlier_transformer.ZscoreOutlierTransformer method) transform_evaluate() (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts method) transform_matrix (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) transform_variable (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) tree (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) trend_changepoints (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) trend_coef (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) trend_df (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) trend_estimation (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) trend_intercept (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) trend_model (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) trend_potential_changepoint_n (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) TREND_REGEX (in module greykite.common.constants) TrendAdjustMethodEnum (class in greykite.algo.common.seasonality_inferrer) ts (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) tscv (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig attribute)

U

unbiased (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) uncertainty (greykite.framework.templates.autogen.forecast_config.ModelComponentsParam attribute) uncertainty_model (greykite.sklearn.estimator.lag_based_estimator.LagBasedEstimator attribute) UnivariateForecast (class in greykite.framework.output.univariate_forecast)

UnivariateTimeSeries (class in greykite.framework.input.univariate_time_series) UPPER_BAND_COVERAGE (in module greykite.common.constants) upper_bound (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) use_relative_score (greykite.algo.common.holiday_grouper.HolidayGrouper attribute) USER_REVIEWED_COL (in module greykite.common.constants)

V

VALID_FREQ (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants attribute) (in module greykite.framework.templates.simple_silverkite_template_config) validate() (greykite.framework.benchmark.benchmark_class.BenchmarkForecastConfig method) validate_fs_components_df() (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator static method) validate_inputs() (greykite.sklearn.estimator.silverkite_estimator.SilverkiteEstimator method) value_col (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) (greykite.algo.common.seasonality_inferrer.SeasonalityInferrer attribute) (greykite.framework.templates.autogen.forecast_config.MetadataParam attribute)

VALUE_COL (in module greykite.common.constants) value_stats (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) verbose (greykite.framework.templates.autogen.forecast_config.ComputationParam attribute)

W

WEEKLY_SEASONALITY (greykite.algo.forecast.silverkite.constants.silverkite_seasonality.SilverkiteSeasonalityEnum attribute), [1] weight_adj (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) weight_bias (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute)

weight_train (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) weight_var (greykite.algo.reconcile.convex.reconcile_forecasts.ReconcileAdditiveForecasts attribute) wsi (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateConstants.SimpleSilverkiteTemplateOptions attribute) (greykite.framework.templates.simple_silverkite_template_config.SimpleSilverkiteTemplateOptions attribute), [1]

X

x (greykite.algo.common.model_summary.ModelSummary attribute)

Y

y (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) (greykite.algo.common.model_summary.ModelSummary attribute) (greykite.framework.input.univariate_time_series.UnivariateTimeSeries attribute) year_end (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute)

year_start (greykite.algo.common.holiday_inferrer.HolidayInferrer attribute) YEARLY_SEASONALITY (greykite.algo.forecast.silverkite.constants.silverkite_seasonality.SilverkiteSeasonalityEnum attribute), [1] yearly_seasonality_order (greykite.algo.changepoint.adalasso.changepoint_detector.ChangepointDetector attribute) ylabel (greykite.framework.output.univariate_forecast.UnivariateForecast attribute)

Z

ZscoreOutlierTransformer (class in greykite.sklearn.transform.zscore_outlier_transformer)