What are the options accepted by model param?

[slava-keshkov]

Hi there!

For this line of code:

clf = HTSRegressor(model= 'prophet', revision_method='OLS', n_jobs=1, low_memory = True) What are some of the other string values for the model variable accepted by HTSRegressor?

I was looking for them here, but could not find a list of exact strings: https://scikit-hts.readthedocs.io/en/latest/modules.html

Thanks in advance!

[carlomazzaferro]

Model params are params that get sent to the underlying model, i.e. prophet in this case. Refer to the https://facebook.github.io/prophet/docs/quick_start.html#python-api for the possible parameters that you can pass to the model, to the fit function, and to the predict function

[slava-keshkov]

I meant to say we can pass model = "prophet", what else can we pass to model = "?" I see in the documentation that you have Auto Arima, Sarimax and ETS, but what are the notations for each of them?

The documentation does not contain a list like ['prophet', 'auto-arima' or 'auto_arima', 'ets' or 'ETS']

[carlomazzaferro]

I see. Good call, that should indeed be documented, and the possible options can be found here: https://github.com/carlomazzaferro/scikit-hts/blob/master/hts/_t.py#L27

If you'd like to contribute, a PR would be very much welcomed.