API Reference

• Models
  • AR
    • AR.acf()
    • AR.aic_bic()
    • AR.fit()
    • AR.hybrid_predict()
    • AR.lag_matrix()
    • AR.metrics()
    • AR.predict_from_params()
  • TAR
    • TAR.aic_bic()
    • TAR.fit()
    • TAR.lag_matrix_with_threshold()
    • TAR.ols_with_intercept()
    • TAR.predict_from_params()
    • TAR.simulate_tar_free_run()
  • DeepLagEmbed
    • DeepLagEmbed.__init__()
    • DeepLagEmbed.forward()
  • ARMLP
    • ARMLP.__init__()
    • ARMLP.forward()
  • ARTransformer
    • ARTransformer.__init__()
    • ARTransformer.forward()
  • AnalyticalAR
    • AnalyticalAR.__init__()
    • AnalyticalAR.forward()
• Loss Functions
  • loss_p()
  • loss_ar()
  • loss_energy()
  • loss_smooth()
  • loss_order()
• Simulations
  • TVAR Coefficient Schedules
    • sinusoid()
    • fourier()
    • quasiperiodic()
    • polynomial_drift()
    • logistic_transition()
    • multi_sigmoid()
    • gaussian_bumps()
    • smooth_random()
  • Dynamical Systems & Noise
    • tvvar()
    • lorenz()
    • ou_exact()
    • ou_euler()
    • white_noise()
    • pink_noise()
    • brown_noise()
    • colored_noise()
• Utilities
  • train_loop()
  • bench_loop()
  • bicoherence()
• Embedders
  • embed()
• Plotting
  • plot_history()
  • plot_confusion_matrix()
  • plot_coefficients_by_p()
  • plot_tvar_sample()
  • set_pub_style()
  • prettify()