Exponential Smoother¶

The ExpSmoother is a torch.nn.Module which generates forecasts using exponential smoothing.

This class inherits most of its methods from torchcast.state_space.StateSpaceModel.

class torchcast.exp_smooth.exp_smooth.ExpSmoother(processes: Sequence[Process], measures: Sequence[str] | None = None, measure_covariance: Covariance | None = None, smoothing_matrix: SmoothingMatrix | None = None)¶

Bases: StateSpaceModel

Uses exponential smoothing to generate forecasts.

Parameters:

• processes – A list of Process modules.

• measures – A list of strings specifying the names of the dimensions of the time-series being measured.

• measure_covariance – A module created with Covariance.from_measures(measures).