NaiveForecaster

class sktime.forecasting.naive.NaiveForecaster(strategy='last', window_length=None, sp=1)[source]

NaiveForecaster is a forecaster that makes forecasts using simple strategies.

Parameters
  • strategy (str{"last", "mean", "drift"}, optional (default="last")) –

    Strategy used to make forecasts:

    • ”last”forecast the last value in the

      training series when sp is 1. When sp is not 1, last value of each season in the last window will be forecasted for each season.

    • ”mean”forecast the mean of last window

      of training series when sp is 1. When sp is not 1, mean of all values in a season from last window will be forecasted for each season.

    • ”drift”: forecast by fitting a line between the
      first and last point of the window and

      extrapolating it into the future

  • sp (int, optional (default=1)) – Seasonal periodicity to use in the seasonal forecasting.

  • window_length (int or None, optional (default=None)) –

    Window length to use in the mean strategy. If None, entire training

    series will be used.

__init__(strategy='last', window_length=None, sp=1)[source]

Initialize self. See help(type(self)) for accurate signature.