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 |
|---|---|---|---|
AbsoluteGammaResidual | Class | yohou.metrics | Absolute gamma residual scorer using absolute relative errors. |
AbsoluteQuantileResidual | Class | yohou.metrics | Absolute quantile residual scorer for interval forecasts. |
AbsoluteResidual | Class | yohou.metrics | Absolute residual conformity scorer using unsigned prediction errors. |
AbsoluteSeasonalReturn | Class | yohou.stationarity | Absolute seasonal return (difference) time series transformer. |
Accuracy | Class | yohou.metrics | Categorical accuracy from class-probability forecasts. |
add_interval | Function | yohou.utils | Add n intervals to a datetime (handles variable-length intervals). |
all_displays | Function | yohou.utils | Get a list of all displays from `yohou`. |
all_estimators | Function | yohou.utils | Get a list of all estimators from `yohou`. |
all_functions | Function | yohou.utils | Get a list of all functions from `yohou`. |
apply_default_layout | Function | yohou.plotting | Apply default layout configuration to a figure. |
ASinhTransformer | Class | yohou.stationarity | Variance stabilization through arcsinh transform. |
assert_request_equal | Function | yohou.testing | Assert metadata request matches expected dictionary. |
assert_request_is_empty | Function | yohou.testing | Check if a metadata request dict is empty. |
BaseClassProbaForecaster | Base Class | yohou.class_proba | Base class for class-probability forecasters. |
BaseClassProbaScorer | Base Class | yohou.metrics | Base class for class-probability forecast metrics. |
BaseConformityScorer | Base Class | yohou.metrics | Base class for conformal prediction conformity scorers. |
BaseForecaster | Base Class | yohou.base | Base class for forecasters. |
BaseHardLabelScorer | Base Class | yohou.metrics | Base class for confusion-matrix classification metrics. |
BaseIntervalForecaster | Base Class | yohou.interval | Base class for interval forecasters. |
BaseIntervalScorer | Base Class | yohou.metrics | Base class for interval forecast metrics. |
BasePanelForecaster | Base Class | yohou.base | Mixin providing panel (dict of DataFrames) forecaster operations. |
BasePointForecaster | Base Class | yohou.point | Base class for point forecasters. |
BasePointScorer | Base Class | yohou.metrics | Base class for point forecast metrics. |
BaseRankingScorer | Base Class | yohou.metrics | Base class for ranking classification metrics. |
BaseReductionForecaster | Base Class | yohou.base | Base class for forecasters using reduction to supervised learning. |
BaseScorer | Base Class | yohou.metrics | Base class for all forecasting metrics. |
BaseSearchCV | Base Class | yohou.model_selection | Abstract base class for hyperparameter search with cross-validation. |
BaseSimilarity | Base Class | yohou.interval | Base class for similarity measures used in interval forecasting. |
BaseSplitter | Base Class | yohou.model_selection | Base class for yohou time series cross-validation splitters. |
BaseStandardForecaster | Base Class | yohou.base | Mixin providing standard (single DataFrame) forecaster operations. |
BaseTransformer | Base Class | yohou.base | Base class for time series transformers. |
BoxCoxTransformer | Class | yohou.stationarity | Box-Cox power transformation time series transformer. |
BrierScore | Class | yohou.metrics | Multi-class Brier score for class-probability forecasts. |
build_category_map | Function | yohou.plotting | Build a sorted category-to-integer mapping from one or more series. |
CalendarFeatureTransformer | Class | yohou.preprocessing | Extract calendar-based features from the time column. |
CalibrationError | Class | yohou.metrics | Calibration Error for prediction intervals. |
cast | Function | yohou.utils | Cast columns according to schema with integer rounding. |
check_class_proba_classes_attribute | Function | yohou.testing | Check classes_ and n_classes_ attributes are populated correctly after fit. |
check_class_proba_predict_returns_labels | Function | yohou.testing | Check predict() returns argmax class labels, not probabilities. |
check_class_proba_prediction_bounds | Function | yohou.testing | Check all probability values are in [0, 1]. |
check_class_proba_prediction_structure | Function | yohou.testing | Check class-probability predictions have correct column structure. |
check_class_proba_prediction_sums | Function | yohou.testing | Check probabilities sum to approximately 1.0 per row per target. |
check_class_proba_prediction_types | Function | yohou.testing | Check class-proba forecaster has 'class_proba' in forecaster_type tag. |
check_clone_preserves_forecaster_params | Function | yohou.testing | Check sklearn's clone() preserves init parameters. |
check_continuity | Function | yohou.utils | Validate temporal continuity between consecutive DataFrames. |
check_coverage_rates_parameter | Function | yohou.testing | Check coverage_rates is list of floats in [0, 1]. |
check_coverage_rates_validation | Function | yohou.testing | Check invalid coverage_rates raise ValueError during fit and predict. |
check_cv | Function | yohou.model_selection | Input checker utility for building a cross-validator. |
check_cv_alignment | Function | yohou.model_selection | Inspect how a CV splitter's test windows align with a forecasting horizon. |
check_estimator_parameter | Function | yohou.testing | Check estimator parameter is sklearn BaseEstimator. |
check_feature_names_out_match | Function | yohou.testing | Check get_feature_names_out() matches transform() output columns. |
check_fit_idempotent | Function | yohou.testing | Check that fit(X).fit(X) equals fit(X). |
check_fit_predict_with_X_forecast | Function | yohou.testing | Check fit + predict works with X_forecast provided. |
check_fit_predict_with_X_future | Function | yohou.testing | Check fit + predict works with X_future provided. |
check_fit_predict_without_exogenous | Function | yohou.testing | Check forecaster behavior when X_actual=None at fit time. |
check_fit_sets_attributes | Function | yohou.testing | Check fit() sets required attributes. |
check_fit_sets_forecaster_attributes | Function | yohou.testing | Check fit() sets required forecaster attributes. |
check_fit_transform_equivalence | Function | yohou.testing | Check fit_transform(X) == fit(X).transform(X). |
check_forecaster_methods_call_check_is_fitted | Function | yohou.testing | Check all forecaster methods (except fit) raise NotFittedError when unfitted. |
check_forecaster_not_fitted_error | Function | yohou.testing | Check accessing fitted attributes before fit() raises NotFittedError. |
check_forecaster_tags_accessible_before_fit | Function | yohou.testing | Check __sklearn_tags__() is accessible before fit(). |
check_forecaster_tags_match_capabilities | Function | yohou.testing | Check forecaster tags accurately reflect capabilities. |
check_forecaster_tags_static_after_fit | Function | yohou.testing | Check forecaster tags remain static after fit(). |
check_forecasting_horizon_positive | Function | yohou.utils | Validate forecasting horizon is positive. |
check_forecasting_horizon_validation | Function | yohou.testing | Check forecasting_horizon < 1 raises ValueError. |
check_grid_search_exhaustive | Function | yohou.testing | Check GridSearchCV evaluates all parameter combinations. |
check_grid_search_param_grid_validation | Function | yohou.testing | Check param_grid format is validated (dict or list of dicts). |
check_groups | Function | yohou.utils | Validate and normalize panel group names for forecaster operations. |
check_groups_exist | Function | yohou.utils | Validate all requested panel groups exist in fitted forecaster. |
check_inputs | Function | yohou.utils | Validate that target and feature DataFrames have consistent time intervals. |
check_insufficient_data_raises | Function | yohou.testing | Check behavior when data length < observation_horizon. |
check_interval_bounds | Function | yohou.testing | Check upper >= lower for all coverage rates and time steps. |
check_interval_consistency | Function | yohou.utils | Validate that a time series has uniform time spacing. |
check_interval_prediction_columns | Function | yohou.testing | Check interval predictions have {col}_lower_{rate} and {col}_upper_{rate} format. |
check_interval_prediction_types | Function | yohou.testing | Check interval forecaster has 'interval' in forecaster_type tag. |
check_inverse_observe_transform_identity | Function | yohou.testing | Check inverse_transform(observe_transform(X)) ≈ X. |
check_inverse_transform_identity | Function | yohou.testing | Check inverse_transform(transform(X)) ≈ X. |
check_inverse_transform_round_trip | Function | yohou.testing | Check inverse_transform(transform(X)) ≈ X with shape validation. |
check_memory_bounded | Function | yohou.testing | Check memory doesn't grow unbounded with sequential updates. |
check_metadata_routing_default_request | Function | yohou.testing | Check that by default metadata routing request is empty. |
check_metadata_routing_get_metadata_routing | Function | yohou.testing | Check that get_metadata_routing() is implemented correctly. |
check_observation_horizon_after_fit | Function | yohou.testing | Check observation_horizon is valid after fit(). |
check_observation_horizon_not_fitted | Function | yohou.testing | Check observation_horizon behavior before fit(). |
check_observe_auto_rederives_step_columns | Function | yohou.testing | Check observe() re-derives step columns from stored raws. |
check_observe_concatenates_memory | Function | yohou.testing | Check observe() appends new data and maintains horizon size. |
check_observe_extends_observations | Function | yohou.testing | Check observe() extends observation buffers correctly. |
check_observe_predict_interval_with_step_columns | Function | yohou.testing | Check observe_predict_interval works with step columns (lightweight). |
check_observe_predict_with_step_columns | Function | yohou.testing | Check observe_predict works with step columns (lightweight). |
check_observe_transform_equivalence | Function | yohou.testing | Check observe().transform() == fit().transform() for same final state. |
check_observe_transform_sequential_consistency | Function | yohou.testing | Check observe_transform(A) then observe_transform(B) == observe_transform(A+B). |
check_panel_data | Function | yohou.testing | Check cross-learning with panel data predicts all groups by default. |
check_panel_data_support | Function | yohou.testing | Check transformer handles panel columns (panel data) correctly. |
check_panel_group_preservation | Function | yohou.testing | Check that transformers preserve panel group names after transformation. |
check_panel_groups_match | Function | yohou.utils | Validate that y and X_actual have compatible panel group structures. |
check_panel_internal_consistency | Function | yohou.utils | Validate that all panel groups in a DataFrame have the same local column structure. |
check_panel_invalid_group_raises | Function | yohou.testing | Check that invalid panel_group raises ValueError. |
check_panel_single_group | Function | yohou.testing | Check cross-learning filters to specified panel group. |
check_point_prediction_structure | Function | yohou.testing | Check point predictions have correct column structure. |
check_point_prediction_types | Function | yohou.testing | Check point forecaster has 'point' in forecaster_type tag. |
check_predict_time_columns | Function | yohou.testing | Check predictions have vintage_time and time columns. |
check_predict_X_forecast_override | Function | yohou.testing | Check predict with X_forecast override produces different results. |
check_prediction_types_property | Function | yohou.testing | Check forecaster_type tag is set correctly. |
check_randomized_search_distributions | Function | yohou.testing | Check scipy.stats distributions work for parameter sampling. |
check_randomized_search_n_iter | Function | yohou.testing | Check n_iter controls number of parameter combinations evaluated. |
check_randomized_search_reproducibility | Function | yohou.testing | Check random_state produces same parameter samples. |
check_recorded_metadata | Function | yohou.testing | Check whether the expected metadata is passed to the object's method. |
check_reduction_strategy | Function | yohou.testing | Check reduction_strategy parameter is valid. |
check_requires_exogenous_warns_on_X_future_X_forecast | Function | yohou.testing | Check that a forecaster with requires_exogenous=False warns when X_future/X_forecast provided. |
check_rewind_propagates_to_transformers | Function | yohou.testing | Check rewind() propagates to transformers in forecaster. |
check_rewind_replaces_observations | Function | yohou.testing | Check rewind() replaces observation buffers correctly. |
check_rewind_transform_behavior | Function | yohou.testing | Check rewind_transform() behavior and contract. |
check_rewind_updates_memory | Function | yohou.testing | Check rewind() updates _X_observed to last observation_horizon rows. |
check_schema | Function | yohou.utils | Validate DataFrame schema and return with proper column ordering. |
check_scorer_aggregation_methods | Function | yohou.testing | Check all aggregation_method combinations produce valid output. |
check_scorer_column_selection | Function | yohou.utils | Subselect columns based on scorer configuration. |
check_scorer_component_subselection | Function | yohou.testing | Check components filtering works correctly. |
check_scorer_coverage_rate_subselection | Function | yohou.testing | Check coverage parameter filters interval predictions correctly. |
check_scorer_lower_is_better | Function | yohou.testing | Check lower_is_better convention matches scoring direction. |
check_scorer_methods_call_check_is_fitted | Function | yohou.testing | Check all scorer methods (except fit) raise NotFittedError when unfitted. |
check_scorer_multi_vintage | Function | yohou.testing | Check that scorer produces a finite result on multi-vintage input. |
check_scorer_panel_subselection | Function | yohou.testing | Check groups filtering works correctly. |
check_scorer_parameter_validation | Function | yohou.testing | Check parameter validation raises ValueError for invalid inputs. |
check_scorer_prediction_type_compatibility | Function | yohou.testing | Check scorer works with correct forecaster output type. |
check_scorer_tags_accessible_before_fit | Function | yohou.testing | Check __sklearn_tags__() is callable on scorer instance. |
check_scorer_tags_match_capabilities | Function | yohou.testing | Check tag values match actual scorer behavior. |
check_scorer_tags_static_after_fit | Function | yohou.testing | Check tags remain unchanged after fit. |
check_search_clone_preserves_params | Function | yohou.testing | Check sklearn clone() preserves search CV parameters. |
check_search_cv_results_structure | Function | yohou.testing | Check cv_results_ has required structure. |
check_search_error_score_handling | Function | yohou.testing | Check error_score parameter handles failing fits correctly. |
check_search_fit_sets_attributes | Function | yohou.testing | Check fit() sets required search CV attributes. |
check_search_interval_predict_delegates | Function | yohou.testing | Check predict_interval() works after interval search with refit. |
check_search_method_availability | Function | yohou.testing | Check @available_if decorator logic with refit=True/False. |
check_search_multimetric_scoring | Function | yohou.testing | Check multi-metric scoring with dict scorer works correctly. |
check_search_not_fitted_error | Function | yohou.testing | Check accessing fitted attributes before fit() raises NotFittedError. |
check_search_observe_delegates | Function | yohou.testing | Check observe() delegates to best_forecaster_.observe() correctly. |
check_search_panel_data | Function | yohou.testing | Check groups parameter propagates correctly. |
check_search_predict_delegates | Function | yohou.testing | Check predict() delegates to best_forecaster_.predict() correctly. |
check_search_refit_false_no_forecaster | Function | yohou.testing | Check refit=False doesn't create best_forecaster_. |
check_search_return_train_score | Function | yohou.testing | Check return_train_score=True adds train score keys to cv_results_. |
check_search_rewind_delegates | Function | yohou.testing | Check rewind() delegates to best_forecaster_.rewind() correctly. |
check_splitter_n_splits_consistency | Function | yohou.testing | Check get_n_splits() matches actual split count. |
check_splitter_non_overlapping_tests | Function | yohou.testing | Check test sets don't overlap if produces_non_overlapping_tests=True. |
check_splitter_panel_data_support | Function | yohou.testing | Check splitter handles panel data if supports_panel_data=True. |
check_splitter_parameter_constraints | Function | yohou.testing | Check parameter constraints are enforced via sklearn validation. |
check_splitter_produces_valid_indices | Function | yohou.testing | Check all train/test indices are valid row positions. |
check_splitter_tags_accessible_before_fit | Function | yohou.testing | Check __sklearn_tags__() is callable on splitter instance. |
check_splitter_tags_match_capabilities | Function | yohou.testing | Check tag values match actual splitter behavior. |
check_splitter_tags_static_after_fit | Function | yohou.testing | Check tags remain unchanged after fit. |
check_sufficient_rows | Function | yohou.utils | Validate DataFrame has sufficient rows for operation. |
check_tags_accessible_before_fit | Function | yohou.testing | Check __sklearn_tags__() is accessible before fit(). |
check_tags_match_capabilities | Function | yohou.testing | Check tags accurately reflect transformer capabilities. |
check_tags_static_after_fit | Function | yohou.testing | Check tags remain static (don't change) after fit(). |
check_time_column | Function | yohou.utils | Validate that time column exists, has proper dtype, no nulls, and is sorted. |
check_transform_drops_warmup_rows | Function | yohou.testing | Check stateful transformers drop exactly observation_horizon rows. |
check_transform_output_structure | Function | yohou.testing | Check transform() output has "time" column and valid structure. |
check_transformer_methods_call_check_is_fitted | Function | yohou.testing | Check all transformer methods (except fit) raise NotFittedError when unfitted. |
check_transformer_preserve_dtypes | Function | yohou.testing | Check transformer preserves input dtypes. |
check_transformers_unfitted_stateless | Function | yohou.testing | Check stateless transformers work without fitting. |
check_X_actual_required | Function | yohou.utils | Validate X_actual is provided when required for recursive prediction. |
ClassProbaReductionForecaster | Class | yohou.class_proba | Class-probability forecaster using sklearn classifiers on tabularized time series. |
clear_data_home | Function | yohou.datasets | Delete all the content of the data home cache. |
ColumnForecaster | Class | yohou.compose | Applies different forecasters to different column subsets. |
ColumnTransformer | Class | yohou.compose | Applies transformers to columns of a polars DataFrame. |
combine_weight_vectors | Function | yohou.utils | Combine weight vectors multiplicatively and normalize. |
compose_weights | Function | yohou.utils | Compose multiple weight functions by multiplication. |
CompositeSimilarity | Class | yohou.interval | Combine multiple similarity measures into a single weight vector. |
config_context | Function | yohou.plotting | Context manager to temporarily override plotting configuration. |
ContinuousRankedProbabilityScore | Class | yohou.metrics | Continuous Ranked Probability Score (CRPS) for prediction intervals. |
cross_val_predict | Function | yohou.model_selection | Generate cross-validated predictions for each fold. |
cross_val_score | Function | yohou.model_selection | Evaluate a forecaster by cross-validation and return test scores. |
cross_validate | Function | yohou.model_selection | Evaluate a forecaster by cross-validation and return test scores and timings. |
DecompositionPipeline | Class | yohou.compose | Meta-forecaster that decomposes time series into sequential components. |
dict_to_panel | Function | yohou.utils | Convert a dict of group DataFrames to a single DataFrame with prefixed columns. |
DistanceSimilarity | Class | yohou.interval | Distance-based similarity using scipy metrics for weighting observations. |
Downsampler | Class | yohou.preprocessing | Downsample time series to a lower frequency using aggregation. |
EmpiricalCoverage | Class | yohou.metrics | Empirical coverage rate for prediction intervals. |
ExpandingWindowSplitter | Class | yohou.model_selection | Expanding window time series cross-validation splitter. |
exponential_decay_weight | Function | yohou.utils | Generate exponential decay weights giving more weight to recent times. |
ExponentialMovingAverage | Class | yohou.preprocessing | Exponentially Weighted Moving Average (EWMA) transformer. |
facet_figure | Function | yohou.plotting | Create a faceted subplot figure for panel or column data. |
FBetaScore | Class | yohou.metrics | F-beta score from class-probability forecasts. |
FeaturePipeline | Class | yohou.compose | A sequence of time series transformers. |
FeatureUnion | Class | yohou.compose | Concatenates results of multiple transformer objects. |
fetch_air_quality_classification | Function | yohou.datasets | Fetch a categorical air quality dataset derived from KDD Cup 2018. |
fetch_demand_classification | Function | yohou.datasets | Fetch a categorical electricity demand dataset from Monash/Zenodo. |
fetch_dominick | Function | yohou.datasets | Fetch the Dominick dataset from Monash/Zenodo. |
fetch_electricity_demand | Function | yohou.datasets | Fetch the Australian Electricity Demand dataset from Monash/Zenodo. |
fetch_hospital | Function | yohou.datasets | Fetch the Hospital dataset from Monash/Zenodo. |
fetch_kdd_cup | Function | yohou.datasets | Fetch the KDD Cup 2018 air quality dataset from Monash/Zenodo. |
fetch_pedestrian_counts | Function | yohou.datasets | Fetch the Melbourne Pedestrian Counts dataset from Monash/Zenodo. |
fetch_sunspot | Function | yohou.datasets | Fetch the Sunspot dataset (without missing values) from Monash/Zenodo. |
fetch_tourism_monthly | Function | yohou.datasets | Fetch the Tourism Monthly dataset from Monash/Zenodo. |
fetch_tourism_quarterly | Function | yohou.datasets | Fetch the Tourism Quarterly dataset from Monash/Zenodo. |
ForecastedFeatureForecaster | Class | yohou.compose | Meta-forecaster that chains feature forecasting into target forecasting. |
FourierFeatureTransformer | Class | yohou.preprocessing | Generate Fourier harmonic features from the time column. |
FourierSeasonalityForecaster | Class | yohou.stationarity | Forecast using Fourier series representation of seasonality. |
FunctionTransformer | Class | yohou.preprocessing | Constructs a transformer from an arbitrary callable. |
GammaResidual | Class | yohou.metrics | Gamma residual scorer using relative prediction errors. |
get_categorical_columns | Function | yohou.utils | Get list of categorical column names from a DataFrame. |
get_color_sequence | Function | yohou.plotting | Get color sequence for plotting multiple series. |
get_config | Function | yohou.plotting | Return a copy of the current global plotting configuration. |
get_data_home | Function | yohou.datasets | Return the path of the yohou data directory. |
get_group_df | Function | yohou.utils | Extract and rename columns for a specific panel group. |
get_numeric_columns | Function | yohou.utils | Get list of numeric column names from a DataFrame. |
get_scorer | Function | yohou.metrics | Get a scorer instance by name. |
GridSearchCV | Class | yohou.model_selection | Exhaustive search over specified parameter values for a forecaster. |
grouped_legend_kwargs | Function | yohou.plotting | Build kwargs for a trace that belongs to a titled legend group. |
HolidayFeatureTransformer | Class | yohou.preprocessing | Extract holiday indicator features from a user-provided holiday calendar. |
inspect_panel | Function | yohou.utils | Inspect DataFrame columns to distinguish global and local (panel) data. |
interval_to_timedelta | Function | yohou.utils | Convert fixed interval to timedelta, or None for variable intervals. |
IntervalReductionForecaster | Class | yohou.interval | Interval forecaster using sklearn estimators on tabularized time series. |
IntervalScore | Class | yohou.metrics | Interval Score (Winkler Score) for prediction intervals. |
is_categorical_dtype | Function | yohou.utils | Check whether a polars dtype represents categorical data. |
LagTransformer | Class | yohou.preprocessing | Create lagged features from time series data. |
linear_decay_weight | Function | yohou.utils | Generate linear decay weights giving more weight to recent times. |
linked_legendgroup_kwargs | Function | yohou.plotting | Build ``legendgroup`` / ``showlegend`` kwargs for linked traces. |
LocalPanelForecaster | Class | yohou.compose | Fits independent forecaster clones per panel group. |
LogLoss | Class | yohou.metrics | Logarithmic loss (cross-entropy) for class-probability forecasts. |
LogTransformer | Class | yohou.stationarity | Logarithmic time series transformer. |
make_exogenous_classification | Function | yohou.datasets | Generate a synthetic classification dataset with exogenous features. |
make_exogenous_regression | Function | yohou.datasets | Generate a synthetic regression dataset with exogenous features. |
make_scorer | Function | yohou.metrics | Create a scorer instance with custom parameters. |
MaxAbsoluteError | Class | yohou.metrics | Maximum Absolute Error metric for point forecasts. |
MaxAbsScaler | Class | yohou.preprocessing | Scale each feature by its maximum absolute value. |
MeanAbsoluteError | Class | yohou.metrics | Mean Absolute Error metric for point forecasts. |
MeanAbsolutePercentageError | Class | yohou.metrics | Mean Absolute Percentage Error metric for point forecasts. |
MeanAbsoluteScaledError | Class | yohou.metrics | Mean Absolute Scaled Error metric for point forecasts. |
MeanDirectionalAccuracy | Class | yohou.metrics | Mean Directional Accuracy metric for point forecasts. |
MeanIntervalWidth | Class | yohou.metrics | Mean width of prediction intervals. |
MeanLagTransformer | Class | yohou.preprocessing | Create mean-lagged features by averaging across lag multiples. |
MeanSeasonalNaive | Class | yohou.point | Seasonal naive forecaster that averages values across past seasons. |
MeanSquaredError | Class | yohou.metrics | Mean Squared Error metric for point forecasts. |
MedianAbsoluteError | Class | yohou.metrics | Median Absolute Error metric for point forecasts. |
MinMaxScaler | Class | yohou.preprocessing | Transform features by scaling each feature to a given range. |
normalize_weights | Function | yohou.utils | Normalize weights so they sum to the number of elements. |
Normalizer | Class | yohou.preprocessing | Normalize samples individually to unit norm. |
NumericalDifferentiator | Class | yohou.preprocessing | Numerical differentiation transformer for time series signals. |
NumericalFilter | Class | yohou.preprocessing | Apply digital IIR or FIR filters to time series data. |
NumericalIntegrator | Class | yohou.preprocessing | Numerical integration transformer for time series signals. |
OutlierPercentileHandler | Class | yohou.preprocessing | Handle outliers based on percentile thresholds. |
OutlierThresholdHandler | Class | yohou.preprocessing | Handle outliers based on fixed threshold values. |
palette_yohou | Function | yohou.plotting | Return the yohou color palette. |
panel_aware_prefix | Function | yohou.utils | Add a prefix to a column name while preserving the panel group prefix. |
panel_aware_rename | Function | yohou.utils | Apply a rename function to a column name while preserving the panel group prefix. |
panel_aware_suffix | Function | yohou.utils | Add a suffix to a column name while preserving the panel group prefix. |
parse_interval | Function | yohou.utils | Parse interval string into (multiplier, unit). |
parse_tsf | Function | yohou.datasets | Parse a Monash ``.tsf`` file into a wide polars DataFrame. |
PatternSeasonalityForecaster | Class | yohou.stationarity | Forecast using seasonal pattern extraction and repetition. |
PinballLoss | Class | yohou.metrics | Pinball Loss (Quantile Score) for prediction intervals. |
plot_autocorrelation | Function | yohou.plotting | Plot autocorrelation function (ACF) for time series. |
plot_boxplot | Function | yohou.plotting | Plot boxplots grouped by time periods. |
plot_calibration | Function | yohou.plotting | Plot calibration for interval or class-probability forecasts. |
plot_correlation_heatmap | Function | yohou.plotting | Plot correlation matrix heatmap for multiple time series. |
plot_cross_correlation | Function | yohou.plotting | Plot cross-correlation function (CCF) between time series pairs. |
plot_cv_results_scatter | Function | yohou.plotting | Plot hyperparameter search results as a scatter plot. |
plot_decomposition | Function | yohou.plotting | Plot time series decomposition as vertically stacked subplots. |
plot_distribution | Function | yohou.plotting | Plot histogram with optional KDE overlay for one or more columns. |
plot_forecast | Function | yohou.plotting | Plot forecasts with historical data and optional prediction intervals. |
plot_group_scores | Function | yohou.plotting | Plot scores broken down by panel group. |
plot_lag_scatter | Function | yohou.plotting | Plot scatter plots of y(t) vs y(t-lag) for analysing temporal dependencies. |
plot_missing_data | Function | yohou.plotting | Visualize missing data patterns over time. |
plot_outliers | Function | yohou.plotting | Plot time series with outlier points highlighted. |
plot_partial_autocorrelation | Function | yohou.plotting | Plot partial autocorrelation function (PACF) for time series. |
plot_phase | Function | yohou.plotting | Plot the phase of a time series. |
plot_resampling_comparison | Function | yohou.plotting | Plot original vs resampled time series for comparison. |
plot_residuals | Function | yohou.plotting | Plot diagnostic plots for model residuals. |
plot_rolling_statistics | Function | yohou.plotting | Plot rolling window statistics (mean, std, min, max, median, quantiles). |
plot_scatter_matrix | Function | yohou.plotting | Plot an N×N scatter-plot matrix. |
plot_score_distribution | Function | yohou.plotting | Plot the distribution of per-timestep scorer values. |
plot_score_heatmap | Function | yohou.plotting | Plot a 2D heatmap of scores across two forecast dimensions. |
plot_score_per_step | Function | yohou.plotting | Plot scorer value by forecast horizon step. |
plot_score_per_vintage | Function | yohou.plotting | Plot scorer value by forecast vintage (observed time). |
plot_score_summary | Function | yohou.plotting | Plot a grouped bar chart comparing aggregate scores across models and scorers. |
plot_score_time_series | Function | yohou.plotting | Plot scorer values over time for one or more forecasts. |
plot_seasonal_heatmap | Function | yohou.plotting | Plot a 2-D heatmap of aggregated values across two time dimensions. |
plot_seasonality | Function | yohou.plotting | Plot seasonal overlay. |
plot_spectrum | Function | yohou.plotting | Plot periodogram (power spectral density) for frequency domain analysis. |
plot_splits | Function | yohou.plotting | Plot cross-validation splits as a timeline visualization. |
plot_subseasonality | Function | yohou.plotting | Plot seasonal subseries. |
plot_time_series | Function | yohou.plotting | Plot basic line plots for one or more time series. |
plot_time_weight | Function | yohou.plotting | Plot time-based weights as a time series visualization. |
PointReductionForecaster | Class | yohou.point | Point forecaster using sklearn estimators on tabularized time series. |
PolynomialFeatures | Class | yohou.preprocessing | Generate polynomial and interaction features. |
PolynomialTrendForecaster | Class | yohou.stationarity | Forecast using polynomial trend extrapolation with ElasticNet regularization. |
PowerTransformer | Class | yohou.preprocessing | Apply a power transform featurewise to make data more Gaussian-like. |
PRAuC | Class | yohou.metrics | Precision-Recall AUC from class-probability forecasts. |
Precision | Class | yohou.metrics | Precision from class-probability forecasts. |
QuantileResidual | Class | yohou.metrics | Quantile residual scorer for interval forecasts. |
QuantileTransformer | Class | yohou.preprocessing | Transform features using quantiles information. |
R2Score | Class | yohou.metrics | R-squared (Coefficient of Determination) metric for point forecasts. |
RandomizedSearchCV | Class | yohou.model_selection | Randomized search on hyperparameters. |
RankedProbabilityScore | Class | yohou.metrics | Ranked Probability Score for class-probability forecasts. |
Recall | Class | yohou.metrics | Recall (sensitivity) from class-probability forecasts. |
record_metadata | Function | yohou.testing | Store passed metadata to a method of obj. |
Residual | Class | yohou.metrics | Residual-based conformity scorer using signed prediction errors. |
resolve_color_palette | Function | yohou.plotting | Resolve a user-provided color palette or fall back to the default. |
resolve_dict_weights | Function | yohou.utils | Map a ``{key: weight}`` dict to an aligned numpy array. |
resolve_panel_columns | Function | yohou.plotting | Resolve which panel columns to plot. |
resolve_weight_to_array | Function | yohou.utils | Resolve a weight specification to a raw numpy array. |
RobustScaler | Class | yohou.preprocessing | Scale features using statistics that are robust to outliers. |
ROCAuC | Class | yohou.metrics | ROC AUC from class-probability forecasts. |
RollingStatisticsTransformer | Class | yohou.preprocessing | Compute rolling window statistics for time series. |
RootMeanSquaredError | Class | yohou.metrics | Root Mean Squared Error metric for point forecasts. |
RootMeanSquaredScaledError | Class | yohou.metrics | Root Mean Squared Scaled Error metric for point forecasts. |
seasonal_emphasis_weight | Function | yohou.utils | Generate weights emphasizing specific seasonal positions. |
SeasonalDifferencing | Class | yohou.stationarity | Seasonal differencing time series transformer. |
SeasonalImputer | Class | yohou.preprocessing | Seasonal decomposition-based imputation for missing values. |
SeasonalLogDifferencing | Class | yohou.stationarity | Seasonal log differencing time series transformer. |
SeasonalNaive | Class | yohou.point | Seasonal naive forecaster that repeats values from previous season. |
SeasonalReturn | Class | yohou.stationarity | Seasonal percentage return time series transformer. |
select_panel_columns | Function | yohou.utils | Select panel group columns and optionally global columns of a DataFrame. |
set_config | Function | yohou.plotting | Set global plotting configuration. |
SimpleImputer | Class | yohou.preprocessing | Simple imputation using sklearn's SimpleImputer. |
SimpleTimeImputer | Class | yohou.preprocessing | Time series imputation using interpolation or filling methods. |
SklearnScaler | Class | yohou.preprocessing | Wrapper to integrate sklearn scalers into the Yohou pipeline. |
SklearnTransformer | Class | yohou.preprocessing | Wrapper to integrate sklearn transformers into the Yohou pipeline. |
SlidingWindowFunctionTransformer | Class | yohou.preprocessing | Transform time series by applying a function over sliding windows. |
SlidingWindowSplitter | Class | yohou.model_selection | Sliding window time series cross-validation splitter. |
SplineTransformer | Class | yohou.preprocessing | Generate univariate B-spline bases for features. |
SplitConformalForecaster | Class | yohou.interval | Split conformal forecaster implementation. |
StandardScaler | Class | yohou.preprocessing | Standardize features by removing the mean and scaling to unit variance. |
SymmetricMeanAbsolutePercentageError | Class | yohou.metrics | Symmetric Mean Absolute Percentage Error metric for point forecasts. |
tabularize | Function | yohou.utils | Convert time series to tabular format using lags. |
TemporalSimilarity | Class | yohou.interval | Temporal similarity using Fourier features for weighting observations. |
TimeIndexTransformer | Class | yohou.preprocessing | Convert the time column to a numeric index with optional polynomial terms. |
train_test_split | Function | yohou.model_selection | Split time series data into temporal train and test sets. |
TransformedSpaceKNNImputer | Class | yohou.preprocessing | K-nearest neighbors imputation in a transformed feature space. |
Upsampler | Class | yohou.preprocessing | Upsample time series to a higher frequency using interpolation. |
validate_callable_signature | Function | yohou.utils | Validate that callable has valid signature for time weighting. |
validate_column_names | Function | yohou.utils | Validate that __ separator is used only for panel data group names. |
validate_forecaster_data | Function | yohou.utils | Validate and prepare input data for forecasters. |
validate_plotting_data | Function | yohou.utils | Validate a DataFrame for plotting and resolve columns. |
validate_plotting_params | Function | yohou.utils | Validate common plotting function parameters. |
validate_scorer_data | Function | yohou.utils | Validate and prepare scorer input data. |
validate_search_data | Function | yohou.utils | Validate input data for hyperparameter search (GridSearchCV, RandomizedSearchCV). |
validate_splitter_data | Function | yohou.utils | Validate and prepare input data for time series splitters. |
validate_time_weight | Function | yohou.utils | Validate time_weight parameter for forecasters and scorers. |
validate_transformer_data | Function | yohou.utils | Validate data for transformers. |
validate_weight_array | Function | yohou.utils | Validate a resolved weight array for NaN, negatives, infinities, and all-zero. |
VotingClassProbaForecaster | Class | yohou.ensemble | Combines class-probability forecasters via voting. |
VotingIntervalForecaster | Class | yohou.ensemble | Combines interval predictions from multiple forecasters. |
VotingPointForecaster | Class | yohou.ensemble | Combines point predictions from multiple forecasters via averaging. |
weighted_quantile | Function | yohou.interval | Compute weighted quantile using cumulative sum approach. |
window_forecasts | Function | yohou.utils | Window forecast data into step-indexed columns using as-of vintage selection. |
window_futures | Function | yohou.utils | Window known-future features into step-indexed columns. |