from etna.models.seasonal_ma import SeasonalMovingAverageModel
[docs]class MovingAverageModel(SeasonalMovingAverageModel):
"""MovingAverageModel averages previous series values to forecast future one.
.. math::
y_{t} = \\frac{\\sum_{i=1}^{n} y_{t-i} }{n},
where :math:`n` is window size.
"""
def __init__(self, window: int = 5):
"""
Init MovingAverageModel.
Parameters
----------
window: int
number of history points to average
"""
self.window = window
super().__init__(window=window, seasonality=1)
__all__ = ["MovingAverageModel"]