croston

croston model for intermittent time series

croston.croston.fit_croston(input_endog, forecast_length, croston_variant='original')[source]
Parameters
  • input_endog – numpy array of intermittent demand time series

  • forecast_length – forecast horizon

  • croston_variant – croston model type

Returns

dictionary of model parameters, in-sample forecast, and out-of-sample forecast

croston.croston._croston(input_series, input_series_length, croston_variant, w, h, epsilon)[source]
croston.croston._croston_opt(input_series, input_series_length, croston_variant, epsilon, w=None, nop=1)[source]
croston.croston._croston_cost(p0, input_series, input_series_length, croston_variant, epsilon)[source]