tigerforecast.methods package

core

Method

time_series

tigerforecast.methods.AutoRegressor() Description: Implements the equivalent of an AR(p) method - predicts a linear combination of the previous p observed values in a time-series
tigerforecast.methods.LastValue() Description: Predicts the last value in the time series, i.e.
tigerforecast.methods.PredictZero() Description: Predicts the next value in the time series to be 0, i.e.
tigerforecast.methods.RNN() Description: Produces outputs from a randomly initialized recurrent neural network.
tigerforecast.methods.LSTM() Description: Produces outputs from a randomly initialized LSTM neural network.
tigerforecast.methods.LeastSquares() Description: Implements online least squares.
tigerforecast.methods.WaveFiltering() Description: Predicts the last value in the time series, i.e.

boosting

tigerforecast.methods.boosting.SimpleBoost() Description: Implements the equivalent of an AR(p) method - predicts a linear combination of the previous p observed values in a time-series