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API Reference

Complete API reference for all Yohou classes and functions. Use the search box to filter, or click any name to see full documentation.

Name Type Module Description
AbsoluteGammaResidualClassyohou.metricsAbsolute gamma residual scorer using absolute relative errors.
AbsoluteQuantileResidualClassyohou.metricsAbsolute quantile residual scorer for interval forecasts.
AbsoluteResidualClassyohou.metricsAbsolute residual conformity scorer using unsigned prediction errors.
AbsoluteSeasonalReturnClassyohou.stationarityAbsolute seasonal return (difference) time series transformer.
AccuracyClassyohou.metricsCategorical accuracy from class-probability forecasts.
add_intervalFunctionyohou.utilsAdd n intervals to a datetime (handles variable-length intervals).
all_displaysFunctionyohou.utilsGet a list of all displays from `yohou`.
all_estimatorsFunctionyohou.utilsGet a list of all estimators from `yohou`.
all_functionsFunctionyohou.utilsGet a list of all functions from `yohou`.
apply_default_layoutFunctionyohou.plottingApply default layout configuration to a figure.
ASinhTransformerClassyohou.stationarityVariance stabilization through arcsinh transform.
assert_request_equalFunctionyohou.testingAssert metadata request matches expected dictionary.
assert_request_is_emptyFunctionyohou.testingCheck if a metadata request dict is empty.
BaseClassProbaForecasterBase Classyohou.class_probaBase class for class-probability forecasters.
BaseClassProbaScorerBase Classyohou.metricsBase class for class-probability forecast metrics.
BaseConformityScorerBase Classyohou.metricsBase class for conformal prediction conformity scorers.
BaseForecasterBase Classyohou.baseBase class for forecasters.
BaseHardLabelScorerBase Classyohou.metricsBase class for confusion-matrix classification metrics.
BaseIntervalForecasterBase Classyohou.intervalBase class for interval forecasters.
BaseIntervalScorerBase Classyohou.metricsBase class for interval forecast metrics.
BasePanelForecasterBase Classyohou.baseMixin providing panel (dict of DataFrames) forecaster operations.
BasePointForecasterBase Classyohou.pointBase class for point forecasters.
BasePointScorerBase Classyohou.metricsBase class for point forecast metrics.
BaseRankingScorerBase Classyohou.metricsBase class for ranking classification metrics.
BaseReductionForecasterBase Classyohou.baseBase class for forecasters using reduction to supervised learning.
BaseScorerBase Classyohou.metricsBase class for all forecasting metrics.
BaseSearchCVBase Classyohou.model_selectionAbstract base class for hyperparameter search with cross-validation.
BaseSimilarityBase Classyohou.intervalBase class for similarity measures used in interval forecasting.
BaseSplitterBase Classyohou.model_selectionBase class for yohou time series cross-validation splitters.
BaseStandardForecasterBase Classyohou.baseMixin providing standard (single DataFrame) forecaster operations.
BaseTransformerBase Classyohou.baseBase class for time series transformers.
BoxCoxTransformerClassyohou.stationarityBox-Cox power transformation time series transformer.
BrierScoreClassyohou.metricsMulti-class Brier score for class-probability forecasts.
build_category_mapFunctionyohou.plottingBuild a sorted category-to-integer mapping from one or more series.
CalendarFeatureTransformerClassyohou.preprocessingExtract calendar-based features from the time column.
CalibrationErrorClassyohou.metricsCalibration Error for prediction intervals.
castFunctionyohou.utilsCast columns according to schema with integer rounding.
check_class_proba_classes_attributeFunctionyohou.testingCheck classes_ and n_classes_ attributes are populated correctly after fit.
check_class_proba_predict_returns_labelsFunctionyohou.testingCheck predict() returns argmax class labels, not probabilities.
check_class_proba_prediction_boundsFunctionyohou.testingCheck all probability values are in [0, 1].
check_class_proba_prediction_structureFunctionyohou.testingCheck class-probability predictions have correct column structure.
check_class_proba_prediction_sumsFunctionyohou.testingCheck probabilities sum to approximately 1.0 per row per target.
check_class_proba_prediction_typesFunctionyohou.testingCheck class-proba forecaster has 'class_proba' in forecaster_type tag.
check_clone_preserves_forecaster_paramsFunctionyohou.testingCheck sklearn's clone() preserves init parameters.
check_continuityFunctionyohou.utilsValidate temporal continuity between consecutive DataFrames.
check_coverage_rates_parameterFunctionyohou.testingCheck coverage_rates is list of floats in [0, 1].
check_coverage_rates_validationFunctionyohou.testingCheck invalid coverage_rates raise ValueError during fit and predict.
check_cvFunctionyohou.model_selectionInput checker utility for building a cross-validator.
check_cv_alignmentFunctionyohou.model_selectionInspect how a CV splitter's test windows align with a forecasting horizon.
check_estimator_parameterFunctionyohou.testingCheck estimator parameter is sklearn BaseEstimator.
check_feature_names_out_matchFunctionyohou.testingCheck get_feature_names_out() matches transform() output columns.
check_fit_idempotentFunctionyohou.testingCheck that fit(X).fit(X) equals fit(X).
check_fit_predict_with_X_forecastFunctionyohou.testingCheck fit + predict works with X_forecast provided.
check_fit_predict_with_X_futureFunctionyohou.testingCheck fit + predict works with X_future provided.
check_fit_predict_without_exogenousFunctionyohou.testingCheck forecaster behavior when X_actual=None at fit time.
check_fit_sets_attributesFunctionyohou.testingCheck fit() sets required attributes.
check_fit_sets_forecaster_attributesFunctionyohou.testingCheck fit() sets required forecaster attributes.
check_fit_transform_equivalenceFunctionyohou.testingCheck fit_transform(X) == fit(X).transform(X).
check_forecaster_methods_call_check_is_fittedFunctionyohou.testingCheck all forecaster methods (except fit) raise NotFittedError when unfitted.
check_forecaster_not_fitted_errorFunctionyohou.testingCheck accessing fitted attributes before fit() raises NotFittedError.
check_forecaster_tags_accessible_before_fitFunctionyohou.testingCheck __sklearn_tags__() is accessible before fit().
check_forecaster_tags_match_capabilitiesFunctionyohou.testingCheck forecaster tags accurately reflect capabilities.
check_forecaster_tags_static_after_fitFunctionyohou.testingCheck forecaster tags remain static after fit().
check_forecasting_horizon_positiveFunctionyohou.utilsValidate forecasting horizon is positive.
check_forecasting_horizon_validationFunctionyohou.testingCheck forecasting_horizon < 1 raises ValueError.
check_grid_search_exhaustiveFunctionyohou.testingCheck GridSearchCV evaluates all parameter combinations.
check_grid_search_param_grid_validationFunctionyohou.testingCheck param_grid format is validated (dict or list of dicts).
check_groupsFunctionyohou.utilsValidate and normalize panel group names for forecaster operations.
check_groups_existFunctionyohou.utilsValidate all requested panel groups exist in fitted forecaster.
check_inputsFunctionyohou.utilsValidate that target and feature DataFrames have consistent time intervals.
check_insufficient_data_raisesFunctionyohou.testingCheck behavior when data length < observation_horizon.
check_interval_boundsFunctionyohou.testingCheck upper >= lower for all coverage rates and time steps.
check_interval_consistencyFunctionyohou.utilsValidate that a time series has uniform time spacing.
check_interval_prediction_columnsFunctionyohou.testingCheck interval predictions have {col}_lower_{rate} and {col}_upper_{rate} format.
check_interval_prediction_typesFunctionyohou.testingCheck interval forecaster has 'interval' in forecaster_type tag.
check_inverse_observe_transform_identityFunctionyohou.testingCheck inverse_transform(observe_transform(X)) ≈ X.
check_inverse_transform_identityFunctionyohou.testingCheck inverse_transform(transform(X)) ≈ X.
check_inverse_transform_round_tripFunctionyohou.testingCheck inverse_transform(transform(X)) ≈ X with shape validation.
check_memory_boundedFunctionyohou.testingCheck memory doesn't grow unbounded with sequential updates.
check_metadata_routing_default_requestFunctionyohou.testingCheck that by default metadata routing request is empty.
check_metadata_routing_get_metadata_routingFunctionyohou.testingCheck that get_metadata_routing() is implemented correctly.
check_observation_horizon_after_fitFunctionyohou.testingCheck observation_horizon is valid after fit().
check_observation_horizon_not_fittedFunctionyohou.testingCheck observation_horizon behavior before fit().
check_observe_auto_rederives_step_columnsFunctionyohou.testingCheck observe() re-derives step columns from stored raws.
check_observe_concatenates_memoryFunctionyohou.testingCheck observe() appends new data and maintains horizon size.
check_observe_extends_observationsFunctionyohou.testingCheck observe() extends observation buffers correctly.
check_observe_predict_interval_with_step_columnsFunctionyohou.testingCheck observe_predict_interval works with step columns (lightweight).
check_observe_predict_with_step_columnsFunctionyohou.testingCheck observe_predict works with step columns (lightweight).
check_observe_transform_equivalenceFunctionyohou.testingCheck observe().transform() == fit().transform() for same final state.
check_observe_transform_sequential_consistencyFunctionyohou.testingCheck observe_transform(A) then observe_transform(B) == observe_transform(A+B).
check_panel_dataFunctionyohou.testingCheck cross-learning with panel data predicts all groups by default.
check_panel_data_supportFunctionyohou.testingCheck transformer handles panel columns (panel data) correctly.
check_panel_group_preservationFunctionyohou.testingCheck that transformers preserve panel group names after transformation.
check_panel_groups_matchFunctionyohou.utilsValidate that y and X_actual have compatible panel group structures.
check_panel_internal_consistencyFunctionyohou.utilsValidate that all panel groups in a DataFrame have the same local column structure.
check_panel_invalid_group_raisesFunctionyohou.testingCheck that invalid panel_group raises ValueError.
check_panel_single_groupFunctionyohou.testingCheck cross-learning filters to specified panel group.
check_point_prediction_structureFunctionyohou.testingCheck point predictions have correct column structure.
check_point_prediction_typesFunctionyohou.testingCheck point forecaster has 'point' in forecaster_type tag.
check_predict_time_columnsFunctionyohou.testingCheck predictions have vintage_time and time columns.
check_predict_X_forecast_overrideFunctionyohou.testingCheck predict with X_forecast override produces different results.
check_prediction_types_propertyFunctionyohou.testingCheck forecaster_type tag is set correctly.
check_randomized_search_distributionsFunctionyohou.testingCheck scipy.stats distributions work for parameter sampling.
check_randomized_search_n_iterFunctionyohou.testingCheck n_iter controls number of parameter combinations evaluated.
check_randomized_search_reproducibilityFunctionyohou.testingCheck random_state produces same parameter samples.
check_recorded_metadataFunctionyohou.testingCheck whether the expected metadata is passed to the object's method.
check_reduction_strategyFunctionyohou.testingCheck reduction_strategy parameter is valid.
check_requires_exogenous_warns_on_X_future_X_forecastFunctionyohou.testingCheck that a forecaster with requires_exogenous=False warns when X_future/X_forecast provided.
check_rewind_propagates_to_transformersFunctionyohou.testingCheck rewind() propagates to transformers in forecaster.
check_rewind_replaces_observationsFunctionyohou.testingCheck rewind() replaces observation buffers correctly.
check_rewind_transform_behaviorFunctionyohou.testingCheck rewind_transform() behavior and contract.
check_rewind_updates_memoryFunctionyohou.testingCheck rewind() updates _X_observed to last observation_horizon rows.
check_schemaFunctionyohou.utilsValidate DataFrame schema and return with proper column ordering.
check_scorer_aggregation_methodsFunctionyohou.testingCheck all aggregation_method combinations produce valid output.
check_scorer_column_selectionFunctionyohou.utilsSubselect columns based on scorer configuration.
check_scorer_component_subselectionFunctionyohou.testingCheck components filtering works correctly.
check_scorer_coverage_rate_subselectionFunctionyohou.testingCheck coverage parameter filters interval predictions correctly.
check_scorer_lower_is_betterFunctionyohou.testingCheck lower_is_better convention matches scoring direction.
check_scorer_methods_call_check_is_fittedFunctionyohou.testingCheck all scorer methods (except fit) raise NotFittedError when unfitted.
check_scorer_multi_vintageFunctionyohou.testingCheck that scorer produces a finite result on multi-vintage input.
check_scorer_panel_subselectionFunctionyohou.testingCheck groups filtering works correctly.
check_scorer_parameter_validationFunctionyohou.testingCheck parameter validation raises ValueError for invalid inputs.
check_scorer_prediction_type_compatibilityFunctionyohou.testingCheck scorer works with correct forecaster output type.
check_scorer_tags_accessible_before_fitFunctionyohou.testingCheck __sklearn_tags__() is callable on scorer instance.
check_scorer_tags_match_capabilitiesFunctionyohou.testingCheck tag values match actual scorer behavior.
check_scorer_tags_static_after_fitFunctionyohou.testingCheck tags remain unchanged after fit.
check_search_clone_preserves_paramsFunctionyohou.testingCheck sklearn clone() preserves search CV parameters.
check_search_cv_results_structureFunctionyohou.testingCheck cv_results_ has required structure.
check_search_error_score_handlingFunctionyohou.testingCheck error_score parameter handles failing fits correctly.
check_search_fit_sets_attributesFunctionyohou.testingCheck fit() sets required search CV attributes.
check_search_interval_predict_delegatesFunctionyohou.testingCheck predict_interval() works after interval search with refit.
check_search_method_availabilityFunctionyohou.testingCheck @available_if decorator logic with refit=True/False.
check_search_multimetric_scoringFunctionyohou.testingCheck multi-metric scoring with dict scorer works correctly.
check_search_not_fitted_errorFunctionyohou.testingCheck accessing fitted attributes before fit() raises NotFittedError.
check_search_observe_delegatesFunctionyohou.testingCheck observe() delegates to best_forecaster_.observe() correctly.
check_search_panel_dataFunctionyohou.testingCheck groups parameter propagates correctly.
check_search_predict_delegatesFunctionyohou.testingCheck predict() delegates to best_forecaster_.predict() correctly.
check_search_refit_false_no_forecasterFunctionyohou.testingCheck refit=False doesn't create best_forecaster_.
check_search_return_train_scoreFunctionyohou.testingCheck return_train_score=True adds train score keys to cv_results_.
check_search_rewind_delegatesFunctionyohou.testingCheck rewind() delegates to best_forecaster_.rewind() correctly.
check_splitter_n_splits_consistencyFunctionyohou.testingCheck get_n_splits() matches actual split count.
check_splitter_non_overlapping_testsFunctionyohou.testingCheck test sets don't overlap if produces_non_overlapping_tests=True.
check_splitter_panel_data_supportFunctionyohou.testingCheck splitter handles panel data if supports_panel_data=True.
check_splitter_parameter_constraintsFunctionyohou.testingCheck parameter constraints are enforced via sklearn validation.
check_splitter_produces_valid_indicesFunctionyohou.testingCheck all train/test indices are valid row positions.
check_splitter_tags_accessible_before_fitFunctionyohou.testingCheck __sklearn_tags__() is callable on splitter instance.
check_splitter_tags_match_capabilitiesFunctionyohou.testingCheck tag values match actual splitter behavior.
check_splitter_tags_static_after_fitFunctionyohou.testingCheck tags remain unchanged after fit.
check_sufficient_rowsFunctionyohou.utilsValidate DataFrame has sufficient rows for operation.
check_tags_accessible_before_fitFunctionyohou.testingCheck __sklearn_tags__() is accessible before fit().
check_tags_match_capabilitiesFunctionyohou.testingCheck tags accurately reflect transformer capabilities.
check_tags_static_after_fitFunctionyohou.testingCheck tags remain static (don't change) after fit().
check_time_columnFunctionyohou.utilsValidate that time column exists, has proper dtype, no nulls, and is sorted.
check_transform_drops_warmup_rowsFunctionyohou.testingCheck stateful transformers drop exactly observation_horizon rows.
check_transform_output_structureFunctionyohou.testingCheck transform() output has "time" column and valid structure.
check_transformer_methods_call_check_is_fittedFunctionyohou.testingCheck all transformer methods (except fit) raise NotFittedError when unfitted.
check_transformer_preserve_dtypesFunctionyohou.testingCheck transformer preserves input dtypes.
check_transformers_unfitted_statelessFunctionyohou.testingCheck stateless transformers work without fitting.
check_X_actual_requiredFunctionyohou.utilsValidate X_actual is provided when required for recursive prediction.
ClassProbaReductionForecasterClassyohou.class_probaClass-probability forecaster using sklearn classifiers on tabularized time series.
clear_data_homeFunctionyohou.datasetsDelete all the content of the data home cache.
ColumnForecasterClassyohou.composeApplies different forecasters to different column subsets.
ColumnTransformerClassyohou.composeApplies transformers to columns of a polars DataFrame.
combine_weight_vectorsFunctionyohou.utilsCombine weight vectors multiplicatively and normalize.
compose_weightsFunctionyohou.utilsCompose multiple weight functions by multiplication.
CompositeSimilarityClassyohou.intervalCombine multiple similarity measures into a single weight vector.
config_contextFunctionyohou.plottingContext manager to temporarily override plotting configuration.
ContinuousRankedProbabilityScoreClassyohou.metricsContinuous Ranked Probability Score (CRPS) for prediction intervals.
cross_val_predictFunctionyohou.model_selectionGenerate cross-validated predictions for each fold.
cross_val_scoreFunctionyohou.model_selectionEvaluate a forecaster by cross-validation and return test scores.
cross_validateFunctionyohou.model_selectionEvaluate a forecaster by cross-validation and return test scores and timings.
DecompositionPipelineClassyohou.composeMeta-forecaster that decomposes time series into sequential components.
dict_to_panelFunctionyohou.utilsConvert a dict of group DataFrames to a single DataFrame with prefixed columns.
DistanceSimilarityClassyohou.intervalDistance-based similarity using scipy metrics for weighting observations.
DownsamplerClassyohou.preprocessingDownsample time series to a lower frequency using aggregation.
EmpiricalCoverageClassyohou.metricsEmpirical coverage rate for prediction intervals.
ExpandingWindowSplitterClassyohou.model_selectionExpanding window time series cross-validation splitter.
exponential_decay_weightFunctionyohou.utilsGenerate exponential decay weights giving more weight to recent times.
ExponentialMovingAverageClassyohou.preprocessingExponentially Weighted Moving Average (EWMA) transformer.
facet_figureFunctionyohou.plottingCreate a faceted subplot figure for panel or column data.
FBetaScoreClassyohou.metricsF-beta score from class-probability forecasts.
FeaturePipelineClassyohou.composeA sequence of time series transformers.
FeatureUnionClassyohou.composeConcatenates results of multiple transformer objects.
fetch_air_quality_classificationFunctionyohou.datasetsFetch a categorical air quality dataset derived from KDD Cup 2018.
fetch_demand_classificationFunctionyohou.datasetsFetch a categorical electricity demand dataset from Monash/Zenodo.
fetch_dominickFunctionyohou.datasetsFetch the Dominick dataset from Monash/Zenodo.
fetch_electricity_demandFunctionyohou.datasetsFetch the Australian Electricity Demand dataset from Monash/Zenodo.
fetch_hospitalFunctionyohou.datasetsFetch the Hospital dataset from Monash/Zenodo.
fetch_kdd_cupFunctionyohou.datasetsFetch the KDD Cup 2018 air quality dataset from Monash/Zenodo.
fetch_pedestrian_countsFunctionyohou.datasetsFetch the Melbourne Pedestrian Counts dataset from Monash/Zenodo.
fetch_sunspotFunctionyohou.datasetsFetch the Sunspot dataset (without missing values) from Monash/Zenodo.
fetch_tourism_monthlyFunctionyohou.datasetsFetch the Tourism Monthly dataset from Monash/Zenodo.
fetch_tourism_quarterlyFunctionyohou.datasetsFetch the Tourism Quarterly dataset from Monash/Zenodo.
ForecastedFeatureForecasterClassyohou.composeMeta-forecaster that chains feature forecasting into target forecasting.
FourierFeatureTransformerClassyohou.preprocessingGenerate Fourier harmonic features from the time column.
FourierSeasonalityForecasterClassyohou.stationarityForecast using Fourier series representation of seasonality.
FunctionTransformerClassyohou.preprocessingConstructs a transformer from an arbitrary callable.
GammaResidualClassyohou.metricsGamma residual scorer using relative prediction errors.
get_categorical_columnsFunctionyohou.utilsGet list of categorical column names from a DataFrame.
get_color_sequenceFunctionyohou.plottingGet color sequence for plotting multiple series.
get_configFunctionyohou.plottingReturn a copy of the current global plotting configuration.
get_data_homeFunctionyohou.datasetsReturn the path of the yohou data directory.
get_group_dfFunctionyohou.utilsExtract and rename columns for a specific panel group.
get_numeric_columnsFunctionyohou.utilsGet list of numeric column names from a DataFrame.
get_scorerFunctionyohou.metricsGet a scorer instance by name.
GridSearchCVClassyohou.model_selectionExhaustive search over specified parameter values for a forecaster.
grouped_legend_kwargsFunctionyohou.plottingBuild kwargs for a trace that belongs to a titled legend group.
HolidayFeatureTransformerClassyohou.preprocessingExtract holiday indicator features from a user-provided holiday calendar.
inspect_panelFunctionyohou.utilsInspect DataFrame columns to distinguish global and local (panel) data.
interval_to_timedeltaFunctionyohou.utilsConvert fixed interval to timedelta, or None for variable intervals.
IntervalReductionForecasterClassyohou.intervalInterval forecaster using sklearn estimators on tabularized time series.
IntervalScoreClassyohou.metricsInterval Score (Winkler Score) for prediction intervals.
is_categorical_dtypeFunctionyohou.utilsCheck whether a polars dtype represents categorical data.
LagTransformerClassyohou.preprocessingCreate lagged features from time series data.
linear_decay_weightFunctionyohou.utilsGenerate linear decay weights giving more weight to recent times.
linked_legendgroup_kwargsFunctionyohou.plottingBuild ``legendgroup`` / ``showlegend`` kwargs for linked traces.
LocalPanelForecasterClassyohou.composeFits independent forecaster clones per panel group.
LogLossClassyohou.metricsLogarithmic loss (cross-entropy) for class-probability forecasts.
LogTransformerClassyohou.stationarityLogarithmic time series transformer.
make_exogenous_classificationFunctionyohou.datasetsGenerate a synthetic classification dataset with exogenous features.
make_exogenous_regressionFunctionyohou.datasetsGenerate a synthetic regression dataset with exogenous features.
make_scorerFunctionyohou.metricsCreate a scorer instance with custom parameters.
MaxAbsoluteErrorClassyohou.metricsMaximum Absolute Error metric for point forecasts.
MaxAbsScalerClassyohou.preprocessingScale each feature by its maximum absolute value.
MeanAbsoluteErrorClassyohou.metricsMean Absolute Error metric for point forecasts.
MeanAbsolutePercentageErrorClassyohou.metricsMean Absolute Percentage Error metric for point forecasts.
MeanAbsoluteScaledErrorClassyohou.metricsMean Absolute Scaled Error metric for point forecasts.
MeanDirectionalAccuracyClassyohou.metricsMean Directional Accuracy metric for point forecasts.
MeanIntervalWidthClassyohou.metricsMean width of prediction intervals.
MeanLagTransformerClassyohou.preprocessingCreate mean-lagged features by averaging across lag multiples.
MeanSeasonalNaiveClassyohou.pointSeasonal naive forecaster that averages values across past seasons.
MeanSquaredErrorClassyohou.metricsMean Squared Error metric for point forecasts.
MedianAbsoluteErrorClassyohou.metricsMedian Absolute Error metric for point forecasts.
MinMaxScalerClassyohou.preprocessingTransform features by scaling each feature to a given range.
normalize_weightsFunctionyohou.utilsNormalize weights so they sum to the number of elements.
NormalizerClassyohou.preprocessingNormalize samples individually to unit norm.
NumericalDifferentiatorClassyohou.preprocessingNumerical differentiation transformer for time series signals.
NumericalFilterClassyohou.preprocessingApply digital IIR or FIR filters to time series data.
NumericalIntegratorClassyohou.preprocessingNumerical integration transformer for time series signals.
OutlierPercentileHandlerClassyohou.preprocessingHandle outliers based on percentile thresholds.
OutlierThresholdHandlerClassyohou.preprocessingHandle outliers based on fixed threshold values.
palette_yohouFunctionyohou.plottingReturn the yohou color palette.
panel_aware_prefixFunctionyohou.utilsAdd a prefix to a column name while preserving the panel group prefix.
panel_aware_renameFunctionyohou.utilsApply a rename function to a column name while preserving the panel group prefix.
panel_aware_suffixFunctionyohou.utilsAdd a suffix to a column name while preserving the panel group prefix.
parse_intervalFunctionyohou.utilsParse interval string into (multiplier, unit).
parse_tsfFunctionyohou.datasetsParse a Monash ``.tsf`` file into a wide polars DataFrame.
PatternSeasonalityForecasterClassyohou.stationarityForecast using seasonal pattern extraction and repetition.
PinballLossClassyohou.metricsPinball Loss (Quantile Score) for prediction intervals.
plot_autocorrelationFunctionyohou.plottingPlot autocorrelation function (ACF) for time series.
plot_boxplotFunctionyohou.plottingPlot boxplots grouped by time periods.
plot_calibrationFunctionyohou.plottingPlot calibration for interval or class-probability forecasts.
plot_correlation_heatmapFunctionyohou.plottingPlot correlation matrix heatmap for multiple time series.
plot_cross_correlationFunctionyohou.plottingPlot cross-correlation function (CCF) between time series pairs.
plot_cv_results_scatterFunctionyohou.plottingPlot hyperparameter search results as a scatter plot.
plot_decompositionFunctionyohou.plottingPlot time series decomposition as vertically stacked subplots.
plot_distributionFunctionyohou.plottingPlot histogram with optional KDE overlay for one or more columns.
plot_forecastFunctionyohou.plottingPlot forecasts with historical data and optional prediction intervals.
plot_group_scoresFunctionyohou.plottingPlot scores broken down by panel group.
plot_lag_scatterFunctionyohou.plottingPlot scatter plots of y(t) vs y(t-lag) for analysing temporal dependencies.
plot_missing_dataFunctionyohou.plottingVisualize missing data patterns over time.
plot_outliersFunctionyohou.plottingPlot time series with outlier points highlighted.
plot_partial_autocorrelationFunctionyohou.plottingPlot partial autocorrelation function (PACF) for time series.
plot_phaseFunctionyohou.plottingPlot the phase of a time series.
plot_resampling_comparisonFunctionyohou.plottingPlot original vs resampled time series for comparison.
plot_residualsFunctionyohou.plottingPlot diagnostic plots for model residuals.
plot_rolling_statisticsFunctionyohou.plottingPlot rolling window statistics (mean, std, min, max, median, quantiles).
plot_scatter_matrixFunctionyohou.plottingPlot an N×N scatter-plot matrix.
plot_score_distributionFunctionyohou.plottingPlot the distribution of per-timestep scorer values.
plot_score_heatmapFunctionyohou.plottingPlot a 2D heatmap of scores across two forecast dimensions.
plot_score_per_stepFunctionyohou.plottingPlot scorer value by forecast horizon step.
plot_score_per_vintageFunctionyohou.plottingPlot scorer value by forecast vintage (observed time).
plot_score_summaryFunctionyohou.plottingPlot a grouped bar chart comparing aggregate scores across models and scorers.
plot_score_time_seriesFunctionyohou.plottingPlot scorer values over time for one or more forecasts.
plot_seasonal_heatmapFunctionyohou.plottingPlot a 2-D heatmap of aggregated values across two time dimensions.
plot_seasonalityFunctionyohou.plottingPlot seasonal overlay.
plot_spectrumFunctionyohou.plottingPlot periodogram (power spectral density) for frequency domain analysis.
plot_splitsFunctionyohou.plottingPlot cross-validation splits as a timeline visualization.
plot_subseasonalityFunctionyohou.plottingPlot seasonal subseries.
plot_time_seriesFunctionyohou.plottingPlot basic line plots for one or more time series.
plot_time_weightFunctionyohou.plottingPlot time-based weights as a time series visualization.
PointReductionForecasterClassyohou.pointPoint forecaster using sklearn estimators on tabularized time series.
PolynomialFeaturesClassyohou.preprocessingGenerate polynomial and interaction features.
PolynomialTrendForecasterClassyohou.stationarityForecast using polynomial trend extrapolation with ElasticNet regularization.
PowerTransformerClassyohou.preprocessingApply a power transform featurewise to make data more Gaussian-like.
PRAuCClassyohou.metricsPrecision-Recall AUC from class-probability forecasts.
PrecisionClassyohou.metricsPrecision from class-probability forecasts.
QuantileResidualClassyohou.metricsQuantile residual scorer for interval forecasts.
QuantileTransformerClassyohou.preprocessingTransform features using quantiles information.
R2ScoreClassyohou.metricsR-squared (Coefficient of Determination) metric for point forecasts.
RandomizedSearchCVClassyohou.model_selectionRandomized search on hyperparameters.
RankedProbabilityScoreClassyohou.metricsRanked Probability Score for class-probability forecasts.
RecallClassyohou.metricsRecall (sensitivity) from class-probability forecasts.
record_metadataFunctionyohou.testingStore passed metadata to a method of obj.
ResidualClassyohou.metricsResidual-based conformity scorer using signed prediction errors.
resolve_color_paletteFunctionyohou.plottingResolve a user-provided color palette or fall back to the default.
resolve_dict_weightsFunctionyohou.utilsMap a ``{key: weight}`` dict to an aligned numpy array.
resolve_panel_columnsFunctionyohou.plottingResolve which panel columns to plot.
resolve_weight_to_arrayFunctionyohou.utilsResolve a weight specification to a raw numpy array.
RobustScalerClassyohou.preprocessingScale features using statistics that are robust to outliers.
ROCAuCClassyohou.metricsROC AUC from class-probability forecasts.
RollingStatisticsTransformerClassyohou.preprocessingCompute rolling window statistics for time series.
RootMeanSquaredErrorClassyohou.metricsRoot Mean Squared Error metric for point forecasts.
RootMeanSquaredScaledErrorClassyohou.metricsRoot Mean Squared Scaled Error metric for point forecasts.
seasonal_emphasis_weightFunctionyohou.utilsGenerate weights emphasizing specific seasonal positions.
SeasonalDifferencingClassyohou.stationaritySeasonal differencing time series transformer.
SeasonalImputerClassyohou.preprocessingSeasonal decomposition-based imputation for missing values.
SeasonalLogDifferencingClassyohou.stationaritySeasonal log differencing time series transformer.
SeasonalNaiveClassyohou.pointSeasonal naive forecaster that repeats values from previous season.
SeasonalReturnClassyohou.stationaritySeasonal percentage return time series transformer.
select_panel_columnsFunctionyohou.utilsSelect panel group columns and optionally global columns of a DataFrame.
set_configFunctionyohou.plottingSet global plotting configuration.
SimpleImputerClassyohou.preprocessingSimple imputation using sklearn's SimpleImputer.
SimpleTimeImputerClassyohou.preprocessingTime series imputation using interpolation or filling methods.
SklearnScalerClassyohou.preprocessingWrapper to integrate sklearn scalers into the Yohou pipeline.
SklearnTransformerClassyohou.preprocessingWrapper to integrate sklearn transformers into the Yohou pipeline.
SlidingWindowFunctionTransformerClassyohou.preprocessingTransform time series by applying a function over sliding windows.
SlidingWindowSplitterClassyohou.model_selectionSliding window time series cross-validation splitter.
SplineTransformerClassyohou.preprocessingGenerate univariate B-spline bases for features.
SplitConformalForecasterClassyohou.intervalSplit conformal forecaster implementation.
StandardScalerClassyohou.preprocessingStandardize features by removing the mean and scaling to unit variance.
SymmetricMeanAbsolutePercentageErrorClassyohou.metricsSymmetric Mean Absolute Percentage Error metric for point forecasts.
tabularizeFunctionyohou.utilsConvert time series to tabular format using lags.
TemporalSimilarityClassyohou.intervalTemporal similarity using Fourier features for weighting observations.
TimeIndexTransformerClassyohou.preprocessingConvert the time column to a numeric index with optional polynomial terms.
train_test_splitFunctionyohou.model_selectionSplit time series data into temporal train and test sets.
TransformedSpaceKNNImputerClassyohou.preprocessingK-nearest neighbors imputation in a transformed feature space.
UpsamplerClassyohou.preprocessingUpsample time series to a higher frequency using interpolation.
validate_callable_signatureFunctionyohou.utilsValidate that callable has valid signature for time weighting.
validate_column_namesFunctionyohou.utilsValidate that __ separator is used only for panel data group names.
validate_forecaster_dataFunctionyohou.utilsValidate and prepare input data for forecasters.
validate_plotting_dataFunctionyohou.utilsValidate a DataFrame for plotting and resolve columns.
validate_plotting_paramsFunctionyohou.utilsValidate common plotting function parameters.
validate_scorer_dataFunctionyohou.utilsValidate and prepare scorer input data.
validate_search_dataFunctionyohou.utilsValidate input data for hyperparameter search (GridSearchCV, RandomizedSearchCV).
validate_splitter_dataFunctionyohou.utilsValidate and prepare input data for time series splitters.
validate_time_weightFunctionyohou.utilsValidate time_weight parameter for forecasters and scorers.
validate_transformer_dataFunctionyohou.utilsValidate data for transformers.
validate_weight_arrayFunctionyohou.utilsValidate a resolved weight array for NaN, negatives, infinities, and all-zero.
VotingClassProbaForecasterClassyohou.ensembleCombines class-probability forecasters via voting.
VotingIntervalForecasterClassyohou.ensembleCombines interval predictions from multiple forecasters.
VotingPointForecasterClassyohou.ensembleCombines point predictions from multiple forecasters via averaging.
weighted_quantileFunctionyohou.intervalCompute weighted quantile using cumulative sum approach.
window_forecastsFunctionyohou.utilsWindow forecast data into step-indexed columns using as-of vintage selection.
window_futuresFunctionyohou.utilsWindow known-future features into step-indexed columns.