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], measure_covariance: Covariance | None = None, smoothing_matrix: SmoothingMatrix | None = None, measure_funs: dict[str, str] | None = None, adaptive_scaling: bool = False)¶

Bases: StateSpaceModel