sktime.transformations.series.acf¶
-
class
sktime.transformations.series.acf.
AutoCorrelationTransformer
(adjusted=False, n_lags=None, qstat=False, fft=False, missing='none')[source]¶ Bases:
sktime.transformations.base._SeriesToSeriesTransformer
Auto-correlation transformer.
-
class
sktime.transformations.series.acf.
PartialAutoCorrelationTransformer
(n_lags=None, method='ywunbiased')[source]¶ Bases:
sktime.transformations.base._SeriesToSeriesTransformer
Partial auto-correlation transformer.
- Parameters
n_lags (int) – largest lag for which pacf is returned
method (str {'ywunbiased', 'ywmle', 'ols'}) –
specifies which method for the calculations to use: - yw or ywunbiased : yule walker with bias correction in denominator
for acovf. Default.
ywm or ywmle : yule walker without bias correction
ols - regression of time series on lags of it and on constant
ld or ldunbiased : Levinson-Durbin recursion with bias correction
ldb or ldbiased : Levinson-Durbin recursion without bias correction