LinearMultiSegmentModel

class LinearMultiSegmentModel(fit_intercept: bool = True, **kwargs)[source]

Bases: etna.models.sklearn.SklearnMultiSegmentModel

Class holding sklearn.linear_model.LinearRegression for all segments.

Create instance of LinearModel with given parameters.

Parameters

fit_intercept (bool) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts)

Make predictions.

get_model()

Get internal model that is used inside etna class.

load(path)

Load an object.

predict(ts)

Make predictions with using true values as autoregression context if possible (teacher forcing).

save(path)

Save the object.

to_dict()

Collect all information about etna object in dict.

Attributes

context_size

Context size of the model.