Bayesian ets
polars_ts.models.bayesian_ets
Bayesian Exponential Smoothing (Bayesian ETS).
BayesianETS
Bayesian Exponential Smoothing forecaster.
fit(df)
Fit the Bayesian ETS model.
predict(df, h)
Generate h-step-ahead forecasts with credible intervals.
BayesianETSResult
dataclass
Fitted result from BayesianETS.
ETSPriors
dataclass
Prior distributions for ETS smoothing parameters and initial states.
bayesian_ets(df, h, model='ses', inference='map', season_length=1, seasonal='additive', priors=None, coverage=0.9, n_samples=1000, burn_in=500, seed=42, target_col='y', id_col='unique_id', time_col='ds')
Bayesian ETS convenience function.