Index

A

add_season_features() (in module torchcast.utils)

B

BinomialFilter (class in torchcast.kalman_filter.binomial_filter)

C

complete_times() (in module torchcast.utils)

Covariance (class in torchcast.covariance)

F

fit() (torchcast.state_space.StateSpaceModel method) forward() (torchcast.state_space.StateSpaceModel method) from_dataframe() (torchcast.utils.TimeSeriesDataLoader class method) (torchcast.utils.TimeSeriesDataset class method)

from_measures() (torchcast.covariance.Covariance class method) from_processes() (torchcast.covariance.Covariance class method)

G

get_durations() (torchcast.utils.TimeSeriesDataset method) get_groups() (torchcast.utils.TimeSeriesDataset method)

get_laplace_mvnorm() (torchcast.state_space.StateSpaceModel method) get_state_at_times() (torchcast.state_space.Predictions method)

K

KalmanFilter (class in torchcast.kalman_filter.kalman_filter)

L

LinearModel (class in torchcast.process) LocalLevel (class in torchcast.process)

LocalTrend (class in torchcast.process) log_prob() (torchcast.state_space.Predictions method)

M

make_baseline() (in module torchcast.utils) means (torchcast.state_space.Predictions property) ModelMatEmbeddingsTrainer (class in torchcast.utils) module torchcast.covariance torchcast.exp_smooth.exp_smooth torchcast.kalman_filter.binomial_filter torchcast.kalman_filter.kalman_filter torchcast.process torchcast.state_space torchcast.utils

P

plot() (torchcast.state_space.Predictions method)

predict() (torchcast.utils.ModelMatEmbeddingsTrainer method) Predictions (class in torchcast.state_space)

S

SaturatedLinearModel (class in torchcast.process) Season (class in torchcast.process) SimpleTrainer (class in torchcast.utils) simulate() (torchcast.state_space.StateSpaceModel method)

split_measures() (torchcast.utils.TimeSeriesDataset method) standardize() (torchcast.utils.TimeSeriesDataset method) StateSpaceModel (class in torchcast.state_space) StateSpaceTrainer (class in torchcast.utils) Stopping (class in torchcast.utils)

T

times() (torchcast.utils.TimeSeriesDataset method) TimeSeriesDataLoader (class in torchcast.utils) TimeSeriesDataset (class in torchcast.utils) to_dataframe() (torchcast.state_space.Predictions method) torchcast.covariance module torchcast.exp_smooth.exp_smooth module torchcast.kalman_filter.binomial_filter module

torchcast.kalman_filter.kalman_filter module torchcast.process module torchcast.state_space module torchcast.utils module train_val_split() (torchcast.utils.TimeSeriesDataset method) trimmed() (torchcast.utils.TimeSeriesDataset method)

W

with_new_start_times() (torchcast.state_space.Predictions method) (torchcast.utils.TimeSeriesDataset method)

with_new_tensors() (torchcast.utils.TimeSeriesDataset method)