AutoCES

class AutoCES(season_length=1, models=('N', 'S', 'P', 'F'), ic='aicc', max_iter=1000, tol=0.0001)[source]

Bases: BaseForecaster, IterativeForecastingMixin

Automatic CES selector by information criterion.

Fits each candidate CES model in turn, then picks the one with the lowest information criterion (AICc by default). Seasonal candidates are silently skipped when season_length <= 1 or the series is too short for the seasonal seed.

Parameters:
season_lengthint, default=1

Seasonal period passed to seasonal candidates.

modelssequence of str, default=(“N”, “S”, “P”, “F”)

Candidate CES model codes to consider. Defaults to the StatsForecast model="Z" search set.

ic{“aic”, “aicc”, “bic”}, default=”aicc”

Information criterion used for model selection.

max_iterint, default=1000

Maximum optimiser iterations per candidate.

tolfloat, default=1e-4

Optimiser convergence tolerance per candidate.

Attributes:
best_model_CES

The fitted CES instance selected by IC.

best_model_name_str

Canonical code of the selected model (e.g. "N" or "F").

model_results_dict

Per-candidate dictionary keyed by model code with sse, k, aic, aicc, bic, status ("ok" / "skipped" / "error"), and message. Failed candidates do not block selection.

fitted_values_, residuals_, forecast_, sse_

Pass-throughs from best_model_ for convenience.

Methods

clone([random_state])

Obtain a clone of the object with the same hyperparameters.

fit(y[, exog, axis])

Fit forecaster to series y.

forecast(y[, exog, axis])

Forecast the next horizon steps ahead of y.

get_class_tag(tag_name[, raise_error, ...])

Get tag value from estimator class (only class tags).

get_class_tags()

Get class tags from estimator class and all its parent classes.

get_fitted_params([deep])

Get fitted parameters.

get_params([deep])

Get parameters for this estimator.

get_tag(tag_name[, raise_error, ...])

Get tag value from estimator class.

get_tags()

Get tags from estimator.

iterative_forecast(y, prediction_horizon[, ...])

Fit AutoCES and produce prediction_horizon step forecasts.

predict(y[, exog, axis])

Predict the next horizon steps ahead.

reset([keep])

Reset the object to a clean post-init state.

set_fit_request(*[, axis, exog])

Configure whether metadata should be requested to be passed to the fit method.

set_params(**params)

Set the parameters of this estimator.

set_predict_request(*[, axis, exog])

Configure whether metadata should be requested to be passed to the predict method.

set_tags(**tag_dict)

Set dynamic tags to given values.

Notes

Capabilities

Missing Values

No

Multithreading

No

Univariate

Yes

Multivariate

No

Horizon

No

Exogenous

No
clone(random_state=None)[source]

Obtain a clone of the object with the same hyperparameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).

Parameters:
random_stateint, RandomState instance, or None, default=None

Sets the random state of the clone. If None, the random state is not set. If int, random_state is the seed used by the random number generator. If RandomState instance, random_state is the random number generator.

Returns:
estimatorobject

Instance of type(self), clone of self (see above)

fit(y, exog=None, axis=1)[source]

Fit forecaster to series y.

Fit a forecaster to predict self.horizon steps ahead using y.

Parameters:
ynp.ndarray

A time series on which to learn a forecaster to predict horizon ahead.

exognp.ndarray, default =None

Optional target-time exogenous values aligned with y.

Returns:
self

Fitted BaseForecaster.

forecast(y, exog=None, axis=1) → float[source]

Forecast the next horizon steps ahead of y.

By default this is simply fit followed by predict.

Parameters:
ynp.ndarray

A time series to predict the next horizon value for. Must be of shape (n_channels, n_timepoints) if a multivariate time series.

exognp.ndarray, default =None

Optional target-time exogenous values aligned with y.

Returns:
float

single prediction self.horizon steps ahead of y.

classmethod get_class_tag(tag_name, raise_error=True, tag_value_default=None)[source]

Get tag value from estimator class (only class tags).

Parameters:
tag_namestr

Name of tag value.

raise_errorbool, default=True

Whether a ValueError is raised when the tag is not found.

tag_value_defaultany type, default=None

Default/fallback value if tag is not found and error is not raised.

Returns:
tag_value

Value of the tag_name tag in cls. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:
ValueError

if raise_error is True and tag_name is not in self.get_tags().keys()

Examples

>>> from aeon.classification import DummyClassifier
>>> DummyClassifier.get_class_tag("capability:multivariate")
True
classmethod get_class_tags()[source]

Get class tags from estimator class and all its parent classes.

Returns:
collected_tagsdict

Dictionary of tag name and tag value pairs. Collected from _tags class attribute via nested inheritance. These are not overridden by dynamic tags set by set_tags or class __init__ calls.

get_fitted_params(deep=True)[source]

Get fitted parameters.

State required:

Requires state to be “fitted”.

Parameters:
deepbool, default=True

If True, will return the fitted parameters for this estimator and contained subobjects that are estimators.

Returns:
fitted_paramsdict

Fitted parameter names mapped to their values.

get_params(deep=True)

Get parameters for this estimator.

Parameters:
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:
paramsdict

Parameter names mapped to their values.

get_tag(tag_name, raise_error=True, tag_value_default=None)[source]

Get tag value from estimator class.

Includes dynamic and overridden tags.

Parameters:
tag_namestr

Name of tag to be retrieved.

raise_errorbool, default=True

Whether a ValueError is raised when the tag is not found.

tag_value_defaultany type, default=None

Default/fallback value if tag is not found and error is not raised.

Returns:
tag_value

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:
ValueError

if raise_error is True and tag_name is not in self.get_tags().keys()

Examples

>>> from aeon.classification import DummyClassifier
>>> d = DummyClassifier()
>>> d.get_tag("capability:multivariate")
True
get_tags()[source]

Get tags from estimator.

Includes dynamic and overridden tags.

Returns:
collected_tagsdict

Dictionary of tag name and tag value pairs. Collected from _tags class attribute via nested inheritance and then any overridden and new tags from __init__ or set_tags.

iterative_forecast(y, prediction_horizon, exog=None, *, future_exog=None)[source]

Fit AutoCES and produce prediction_horizon step forecasts.

predict(y, exog=None, axis=1) → float[source]

Predict the next horizon steps ahead.

Parameters:
ynp.ndarray

A time series to predict the next horizon value for.

exognp.ndarray, default =None

Optional exogenous values for the prediction target. For models fitted with exogenous variables, this should contain the exogenous values needed to make the next prediction.

Returns:
float

single prediction self.horizon steps ahead of y.

reset(keep=None)[source]

Reset the object to a clean post-init state.

After a self.reset() call, self is equal or similar in value to type(self)(**self.get_params(deep=False)), assuming no other attributes were kept using keep.

Detailed behaviour:
removes any object attributes, except:

hyper-parameters (arguments of __init__) object attributes containing double-underscores, i.e., the string “__”

runs __init__ with current values of hyperparameters (result of get_params)

Not affected by the reset are:

object attributes containing double-underscores class and object methods, class attributes any attributes specified in the keep argument

Parameters:
keepNone, str, or list of str, default=None

If None, all attributes are removed except hyperparameters. If str, only the attribute with this name is kept. If list of str, only the attributes with these names are kept.

Returns:
selfobject

Reference to self.

Raises:
TypeError

If ‘keep’ is not a string or a list of strings.

set_fit_request(*, axis: bool | None | str = '$UNCHANGED$', exog: bool | None | str = '$UNCHANGED$') → AutoCES

Configure whether metadata should be requested to be passed to the fit method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to fit.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
axisstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for axis parameter in fit.

exogstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for exog parameter in fit.

Returns:
selfobject

The updated object.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:
**paramsdict

Estimator parameters.

Returns:
selfestimator instance

Estimator instance.

set_predict_request(*, axis: bool | None | str = '$UNCHANGED$', exog: bool | None | str = '$UNCHANGED$') → AutoCES

Configure whether metadata should be requested to be passed to the predict method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to predict if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to predict.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
axisstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for axis parameter in predict.

exogstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for exog parameter in predict.

Returns:
selfobject

The updated object.

set_tags(**tag_dict)[source]

Set dynamic tags to given values.

Parameters:
**tag_dictdict

Dictionary of tag name and tag value pairs.

Returns:
selfobject

Reference to self.