Index _ | A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | Q | R | S | T | U | V | W | X _ __init__() (twiga.core.backtester.TimeBasedSplit method) (twiga.core.data.diff.TimeSeriesDifferentiator method) (twiga.core.data.loader.TimeseriesDataModule method) (twiga.core.data.pipeline.DataPipeline method) (twiga.distributions.conformal.base.BaseConformal method) (twiga.distributions.conformal.crc.ConformalResidualFitting method) (twiga.distributions.nn.custom_loss.QuantileHuberLoss method) (twiga.distributions.nn.custom_loss.QuantileLoss method) (twiga.distributions.nn.custom_loss.QuantileProposalLoss method) (twiga.distributions.nn.fpquantile.QuantileProposal method) (twiga.forecaster.base.BaseForecaster method) (twiga.forecaster.core.TwigaForecaster method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.nn.core.base.BaseNeuralForecast method) (twiga.models.nn.core.base_arch.BaseArchitecture method) (twiga.models.nn.core.base_model.BaseNeuralModel method) (twiga.models.nn.mlpf_model.MLPFModel method) (twiga.models.nn.mlpffpqr_model.MLPFFPQRModel method) (twiga.models.nn.mlpfqr_model.MLPFQRModel method) (twiga.models.nn.mlpgaf_model.MLPGAFModel method) (twiga.models.nn.mlpgam_model.MLPGAMModel method) (twiga.models.nn.nhits_model.NHITSModel method) (twiga.models.nn.rnn_model.RNNModel method) (twiga.models.nn.rnnbeta_model.RNNBetaModel method) (twiga.models.nn.rnngamma_model.RNNGammaModel method) (twiga.models.nn.rnnlaplace_model.RNNLaplaceModel method) (twiga.models.nn.rnnlognormal_model.RNNLogNormalModel method) (twiga.models.nn.rnnnormal_model.RNNNormalModel method) (twiga.models.nn.rnnqr_model.RNNFPQRModel method) (twiga.models.nn.rnnqr_model.RNNQRModel method) (twiga.models.nn.rnnstudentt_model.RNNStudentTModel method) (twiga.serve.monitor.ForecastMonitor method) (twiga.tracking.TwigaTracker method) A AbstractForecaster (class in twiga.forecaster.abstract) activation_function (twiga.models.nn.nhits_model.NHITSConfig attribute) add() (twiga.forecaster.result.ForecastCollection method) add_day_night_feature() (in module twiga.core.data.feature) add_fourier_features() (in module twiga.core.data.feature) AdditiveCRCDistribution (class in twiga.distributions.nn.residual_conformal) AdditiveLaplaceDistribution (class in twiga.distributions.nn.parametric) AdditiveLogNormalDistribution (class in twiga.distributions.nn.parametric) AdditiveNormalDistribution (class in twiga.distributions.nn.parametric) AdditiveStudentTDistribution (class in twiga.distributions.nn.parametric) adf_pvalue (twiga.core.data.characterisation.StationarityResult attribute) adf_statistic (twiga.core.data.characterisation.StationarityResult attribute) adf_test() (in module twiga.core.stats.stationarity) allow_writing_files (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) alpha (twiga.core.config.ConformalConfig attribute) (twiga.models.nn.nhits_model.NHITSConfig attribute) (twiga.serve.schemas.IntervalRequest attribute) ami_h1 (twiga.core.data.characterisation.PredictabilityResult attribute) analyse() (twiga.core.data.characterisation.SignalCharacteriser method) ar_order (twiga.core.data.characterisation.TemporalStructureResult attribute) AssociationAnalyzer (class in twiga.core.data.relevance) auc (twiga.core.data.characterisation.PredictabilityResult attribute) augment_lags() (in module twiga.core.data.processing) augment_rolling() (in module twiga.core.data.processing) augment_timeseries_signature() (in module twiga.core.data.processing) AutoregressTransformer (class in twiga.core.data.autores) B backtesting() (twiga.forecaster.abstract.AbstractForecaster method) bagging_freq (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) bagging_temperature (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) BASE_TRAINING_SEARCH_SPACE (twiga.core.config.NeuralModelConfig attribute) BaseArchitecture (class in twiga.models.nn.core.base_arch) BaseConformal (class in twiga.distributions.conformal.base) BaseDistribution (class in twiga.distributions.nn.parametric) BaseForecaster (class in twiga.forecaster.base) BaseModelConfig (class in twiga.core.config) BaseNeuralForecast (class in twiga.models.nn.core.base) BaseNeuralModel (class in twiga.models.nn.core.base_model) BaseQuantileRegressor (class in twiga.models.ml.prob.base_quantile) BaseRegressor (class in twiga.models.ml.core.base_regressor) BaseSearchSpace (class in twiga.core.config) batch_size (twiga.core.config.NeuralModelConfig attribute) BetaDistribution (class in twiga.distributions.nn.parametric) bidirectional (twiga.models.nn.rnn_model.RNNConfig attribute) boosting_type (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) brier_score() (in module twiga.core.metrics.parametric) C calculate_conformal_quantile() (twiga.distributions.conformal.base.BaseConformal method) calculate_model_size() (twiga.models.nn.core.base_model.BaseNeuralModel method) calendar_features (twiga.core.config.DataPipelineConfig attribute) calibrate() (twiga.distributions.conformal.base.BaseConformal method) (twiga.forecaster.core.TwigaForecaster method) CATBOOSTConfig (class in twiga.models.ml.catboost_model) CATBOOSTModel (class in twiga.models.ml.catboost_model) cell_type (twiga.models.nn.rnn_model.RNNConfig attribute) CharacterisationResult (class in twiga.core.data.characterisation) checkpoints_path (twiga.core.config.ForecasterConfig attribute) col_sample (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) combination_type (twiga.models.nn.mlpf_model.MLPFConfig attribute) complexity (twiga.core.data.characterisation.CharacterisationResult attribute) ComplexityProfile (class in twiga.core.data.characterisation) compute() (twiga.core.data.relevance.AssociationAnalyzer static method) compute_anova_f() (in module twiga.core.stats.association) compute_chi2() (in module twiga.core.stats.association) compute_ensemble_predictions() (in module twiga.forecaster.ensemble) compute_mutual_information() (in module twiga.core.stats.mutual_information) (in module twiga.core.stats.selection) compute_netload_ghi() (in module twiga.core.data.feature) compute_ppscore() (in module twiga.core.stats.ppscore) compute_rf_importance() (in module twiga.core.data.selection) compute_xicorr() (in module twiga.core.stats.xicorr) conf_level (twiga.forecaster.result.ForecastResult attribute) (twiga.models.ml.qrcatboost_model.QRCATBOOSTConfig attribute) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMConfig attribute) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTConfig attribute) (twiga.models.ml.qrxgboost_model.QRXGBOOSTConfig attribute) (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) ConfigurationError configure() (in module twiga.core.utils) configure_optimizers() (twiga.models.nn.core.base_model.BaseNeuralModel method) Conformal (class in twiga.distributions.conformal.core) ConformalConfig (class in twiga.core.config) ConformalQuantileRegressor (class in twiga.distributions.conformal.cqr) ConformalResidualFitting (class in twiga.distributions.conformal.crc) cooks_distance() (in module twiga.core.stats.residual) correlation_heatmap() (in module twiga.core.plot.exploration) CosinetauEmbedding (class in twiga.distributions.nn.fpquantile) coverage (twiga.serve.schemas.IntervalPrediction attribute) CRCDistribution (class in twiga.distributions.nn.residual_conformal) create_app() (in module twiga.serve.app) create_optuna_study() (twiga.forecaster.base.BaseForecaster method) create_results_df() (twiga.forecaster.base.BaseForecaster method) crossing_penalty (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) D DataPipeline (class in twiga.core.data.pipeline) DataPipelineConfig (class in twiga.core.config) date_column (twiga.core.config.DataPipelineConfig attribute) (twiga.core.config.ForecasterConfig attribute) dawid_sebastiani_score() (in module twiga.core.metrics.parametric) decompose_forecast (twiga.models.nn.nhits_model.NHITSConfig attribute) delta (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) detect_missing_date() (in module twiga.core.data.processing) device (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) diebold_mariano_test() (in module twiga.core.metrics.stats) distribution (twiga.models.nn.mlpf_model.MLPFConfig attribute) (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) (twiga.models.nn.mlpgam_model.MLPGAMConfig attribute) (twiga.models.nn.nhits_model.NHITSConfig attribute) domain (twiga.core.config.BaseModelConfig attribute) (twiga.core.config.ForecasterConfig attribute) (twiga.core.config.NeuralModelConfig attribute) (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.lineareg_model.LINEAREGConfig attribute) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) (twiga.models.ml.randomforest_model.RANDOMFORESTConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) dominant_period (twiga.core.data.characterisation.TemporalStructureResult attribute) drift_detected (twiga.serve.schemas.MonitorResponse attribute) DRIFTModel (class in twiga.models.baseline.drift_model) drop_last (twiga.core.config.NeuralModelConfig attribute) dropout (twiga.models.nn.nhits_model.NHITSConfig attribute) dual_line_plot() (in module twiga.core.plot.timeseries) duration_in_units() (twiga.core.backtester.TimeBasedCV method) E early_stopping_rounds (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) effective_horizon (twiga.core.data.characterisation.PredictabilityResult attribute) encode() (twiga.models.nn.core.base_arch.BaseArchitecture method) encode_size (twiga.models.nn.core.base_arch.BaseArchitecture property) (twiga.models.nn.nhits_model.NHITSConfig attribute) energy_score() (in module twiga.core.metrics.parametric) ensemble_strategy (twiga.serve.schemas.ForecastRequest attribute) eps (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) estimate_ar_order() (in module twiga.core.stats.autocorr) evaluate() (twiga.forecaster.abstract.AbstractForecaster method) (twiga.forecaster.result.ForecastCollection method) (twiga.forecaster.result.ForecastResult method) evaluate_forecast() (in module twiga.core.metrics) evaluate_interval_forecast() (in module twiga.core.metrics.interval) (twiga.forecaster.abstract.AbstractForecaster method) evaluate_model() (in module twiga.pipeline.tasks) evaluate_parametric_forecast() (in module twiga.core.metrics.parametric) (twiga.forecaster.abstract.AbstractForecaster method) evaluate_point_forecast() (in module twiga.core.metrics.point) (twiga.forecaster.abstract.AbstractForecaster method) evaluate_quantile_forecast() (in module twiga.core.metrics.quantile) (twiga.forecaster.abstract.AbstractForecaster method) exogenous_features (twiga.core.config.DataPipelineConfig attribute) explain() (twiga.core.explain.ShapExplainer method) (twiga.forecaster.core.TwigaForecaster method) F feature_drift (twiga.serve.schemas.MonitorResponse attribute) feature_importance() (twiga.core.explain.ShapExplainer method) file_name (twiga.core.config.ForecasterConfig attribute) fit() (twiga.core.data.autores.AutoregressTransformer method) (twiga.core.data.diff.TimeSeriesDifferentiator method) (twiga.core.data.pipeline.DataPipeline method) (twiga.core.data.temporal.TemporalFeatureTransformer method) (twiga.forecaster.abstract.AbstractForecaster method) (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel method) (twiga.models.ml.lightgbm_model.LIGHTGBMModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.ml.randomforest_model.RANDOMFORESTModel method) (twiga.models.ml.xgboost_model.XGBOOSTModel method) (twiga.models.nn.core.base.BaseNeuralForecast method) fit_forecaster() (in module twiga.pipeline.tasks) fit_intercept (twiga.models.ml.lineareg_model.LINEAREGConfig attribute) fit_transform() (twiga.core.data.autores.AutoregressTransformer method) (twiga.core.data.pipeline.DataPipeline method) (twiga.core.data.temporal.TemporalFeatureTransformer method) forecast (twiga.serve.schemas.IntervalPrediction attribute) forecast() (twiga.distributions.nn.fpquantile.FPQRDistribution method) (twiga.distributions.nn.parametric.AdditiveStudentTDistribution method) (twiga.distributions.nn.parametric.BaseDistribution method) (twiga.distributions.nn.parametric.StudentTDistribution method) (twiga.distributions.nn.quantile.QRDistribution method) (twiga.distributions.nn.residual_conformal.CRCDistribution method) (twiga.forecaster.abstract.AbstractForecaster method) (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALModel method) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALModel method) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.nn.core.base.BaseNeuralForecast method) (twiga.models.nn.core.base_arch.BaseArchitecture method) (twiga.models.nn.core.base_model.BaseNeuralModel method) (twiga.models.nn.prob.core.ProbabilisticNetwork method) forecast_delta (twiga.core.backtester.TimeBasedSplit property) forecast_horizon (twiga.core.config.DataPipelineConfig attribute) (twiga.serve.loader.ModelLoader property) (twiga.serve.schemas.ForecastResponse attribute) (twiga.serve.schemas.HealthResponse attribute) (twiga.serve.schemas.IntervalResponse attribute) forecast_inverse() (twiga.core.data.diff.TimeSeriesDifferentiator method) ForecastCollection (class in twiga.forecaster.result) ForecasterConfig (class in twiga.core.config) ForecastKind (class in twiga.forecaster.result) ForecastMonitor (class in twiga.serve.monitor) ForecastRequest (class in twiga.serve.schemas) ForecastResponse (class in twiga.serve.schemas) ForecastResult (class in twiga.forecaster.result) forecasts (twiga.serve.schemas.ForecastResponse attribute) (twiga.serve.schemas.IntervalResponse attribute) format_features() (twiga.models.ml.core.base_regressor.BaseRegressor method) forward() (twiga.distributions.nn.custom_loss.QuantileHuberLoss method) (twiga.distributions.nn.custom_loss.QuantileLoss method) (twiga.distributions.nn.custom_loss.QuantileProposalLoss method) (twiga.distributions.nn.fpquantile.CosinetauEmbedding method) (twiga.distributions.nn.fpquantile.FPQRDistribution method) (twiga.distributions.nn.fpquantile.QuantileProposal method) (twiga.distributions.nn.parametric.AdditiveLaplaceDistribution method) (twiga.distributions.nn.parametric.AdditiveLogNormalDistribution method) (twiga.distributions.nn.parametric.AdditiveNormalDistribution method) (twiga.distributions.nn.parametric.AdditiveStudentTDistribution method) (twiga.distributions.nn.parametric.BaseDistribution method) (twiga.distributions.nn.parametric.BetaDistribution method) (twiga.distributions.nn.parametric.GammaDistribution method) (twiga.distributions.nn.parametric.LaplaceDistribution method) (twiga.distributions.nn.parametric.LogNormalDistribution method) (twiga.distributions.nn.parametric.NormalDistribution method) (twiga.distributions.nn.parametric.StudentTDistribution method) (twiga.distributions.nn.quantile.QRDistribution method) (twiga.distributions.nn.residual_conformal.AdditiveCRCDistribution method) (twiga.distributions.nn.residual_conformal.CRCDistribution method) (twiga.models.nn.core.base_arch.BaseArchitecture method) (twiga.models.nn.core.base_model.BaseNeuralModel method) (twiga.models.nn.prob.core.ProbabilisticModel method) (twiga.models.nn.prob.core.ProbabilisticNetwork method) FPQRDistribution (class in twiga.distributions.nn.fpquantile) from_arrays() (twiga.serve.schemas.ForecastResponse class method) (twiga.serve.schemas.IntervalResponse class method) from_data_config() (twiga.core.config.NeuralModelConfig class method) future_covariates (twiga.core.config.DataPipelineConfig attribute) G GammaDistribution (class in twiga.distributions.nn.parametric) gap (twiga.core.config.ForecasterConfig attribute) gap_delta (twiga.core.backtester.TimeBasedSplit property) gate_scale (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) gate_type (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) GAUSSCATBOOSTConfig (class in twiga.models.ml.gausscatboost_model) GAUSSCATBOOSTModel (class in twiga.models.ml.gausscatboost_model) generate_intervals() (twiga.distributions.conformal.base.BaseConformal method) (twiga.distributions.conformal.base.SplitConformal method) (twiga.distributions.conformal.cqr.ConformalQuantileRegressor method) (twiga.distributions.conformal.crc.ConformalResidualFitting method) get_acf_values() (in module twiga.core.stats.seasonality) get_ami_profile() (in module twiga.core.stats.ami) get_distribution() (twiga.distributions.nn.parametric.AdditiveLaplaceDistribution method) (twiga.distributions.nn.parametric.AdditiveLogNormalDistribution method) (twiga.distributions.nn.parametric.AdditiveNormalDistribution method) (twiga.distributions.nn.parametric.AdditiveStudentTDistribution method) (twiga.distributions.nn.parametric.BaseDistribution method) (twiga.distributions.nn.parametric.BetaDistribution method) (twiga.distributions.nn.parametric.GammaDistribution method) (twiga.distributions.nn.parametric.LaplaceDistribution method) (twiga.distributions.nn.parametric.LogNormalDistribution method) (twiga.distributions.nn.parametric.NormalDistribution method) (twiga.distributions.nn.parametric.StudentTDistribution method) (twiga.distributions.nn.residual_conformal.CRCDistribution method) get_entropy_parameters() (in module twiga.core.stats.utils) get_fourier_series() (in module twiga.core.data.feature) get_generated_column_names() (twiga.core.data.autores.AutoregressTransformer method) get_ground_truth() (twiga.forecaster.abstract.AbstractForecaster method) (twiga.forecaster.base.BaseForecaster method) get_ground_truth_sequences() (twiga.core.data.pipeline.DataPipeline method) get_hurst_exponent() (in module twiga.core.stats.entropy) get_log_likelihood() (twiga.distributions.nn.parametric.AdditiveLaplaceDistribution method) (twiga.distributions.nn.parametric.AdditiveLogNormalDistribution method) (twiga.distributions.nn.parametric.AdditiveNormalDistribution method) (twiga.distributions.nn.parametric.AdditiveStudentTDistribution method) (twiga.distributions.nn.parametric.BaseDistribution method) (twiga.distributions.nn.parametric.BetaDistribution method) (twiga.distributions.nn.parametric.GammaDistribution method) (twiga.distributions.nn.parametric.LaplaceDistribution method) (twiga.distributions.nn.parametric.LogNormalDistribution method) (twiga.distributions.nn.parametric.NormalDistribution method) (twiga.distributions.nn.parametric.StudentTDistribution method) (twiga.distributions.nn.residual_conformal.CRCDistribution method) get_logger() (in module twiga.core.utils) get_median_prediction() (in module twiga.distributions.ml.utils) get_median_quantile() (in module twiga.distributions.nn.quantile) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) get_model() (in module twiga.forecaster.registry) get_model_from_registry() (twiga.forecaster.abstract.AbstractForecaster method) get_n_sample_per_day() (in module twiga.core.data.processing) get_optimal_embedding() (in module twiga.core.stats.utils) get_optimal_lags() (in module twiga.core.stats.utils) get_optuna_params() (twiga.core.config.BaseModelConfig method) (twiga.core.config.BaseSearchSpace method) (twiga.core.config.NeuralModelConfig method) get_pacf_values() (in module twiga.core.stats.autocorr) get_params() (twiga.models.ml.core.base_regressor.BaseRegressor method) get_permutation_entropy() (in module twiga.core.stats.entropy) get_probabilistic_metrics() (in module twiga.core.metrics.parametric) get_sample_per_day() (in module twiga.core.stats.utils) get_scheme() (twiga.core.backtester.TimeBasedCV method) get_scores() (twiga.distributions.conformal.base.BaseConformal method) (twiga.distributions.conformal.base.SplitConformal method) (twiga.distributions.conformal.cqr.ConformalQuantileRegressor method) (twiga.distributions.conformal.crc.ConformalResidualFitting method) get_sigma_prediction() (in module twiga.distributions.ml.utils) get_sigma_quantile() (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) get_sunrise_sunset() (in module twiga.core.data.feature) get_trend_seasonality() (in module twiga.core.stats.seasonality) giacomini_white_test() (in module twiga.core.metrics.stats) gradient_clip_val (twiga.core.config.NeuralModelConfig attribute) (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) ground_truth (twiga.forecaster.result.ForecastResult attribute) H HealthRequest (class in twiga.serve.schemas) HealthResponse (class in twiga.serve.schemas) hidden_size (twiga.models.nn.rnn_model.RNNConfig attribute) historical_features (twiga.core.config.DataPipelineConfig attribute) hurst_exponent (twiga.core.data.characterisation.ComplexityProfile attribute) I inference_time (twiga.forecaster.result.ForecastResult attribute) (twiga.serve.schemas.IntervalPrediction attribute) (twiga.serve.schemas.ModelPrediction attribute) input_scaler (twiga.core.config.DataPipelineConfig attribute) integration_order (twiga.core.data.characterisation.StationarityResult attribute) interpolate_quantile() (in module twiga.distributions.ml.utils) interpolation_mode (twiga.models.nn.nhits_model.NHITSConfig attribute) interpreted_summary() (twiga.core.data.characterisation.SignalCharacteriser static method) INTERVAL (twiga.forecaster.result.ForecastKind attribute) IntervalPrediction (class in twiga.serve.schemas) IntervalRequest (class in twiga.serve.schemas) IntervalResponse (class in twiga.serve.schemas) inverse_transform() (twiga.core.data.diff.TimeSeriesDifferentiator method) is_loaded (twiga.serve.loader.ModelLoader property) K kappa (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) kind (twiga.forecaster.result.ForecastResult attribute) kpss_pvalue (twiga.core.data.characterisation.StationarityResult attribute) kpss_statistic (twiga.core.data.characterisation.StationarityResult attribute) kpss_test() (in module twiga.core.stats.stationarity) L l2_leaf_reg (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) label (twiga.core.data.characterisation.PredictabilityResult attribute) lags (twiga.core.config.DataPipelineConfig attribute) lambda_gate (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) lambda_lasso (twiga.models.nn.mlpgam_model.MLPGAMConfig attribute) lambda_weight (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) laplace_nll() (in module twiga.core.metrics.parametric) LaplaceDistribution (class in twiga.distributions.nn.parametric) latent_size (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) latitude (twiga.core.config.DataPipelineConfig attribute) learning_rate (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) LIGHTGBMConfig (class in twiga.models.ml.lightgbm_model) LIGHTGBMModel (class in twiga.models.ml.lightgbm_model) line_plot() (in module twiga.core.plot.exploration) LINEAREGConfig (class in twiga.models.ml.lineareg_model) LINEAREGModel (class in twiga.models.ml.lineareg_model) load() (twiga.serve.loader.ModelLoader method) load_checkpoint() (twiga.models.nn.core.base.BaseNeuralForecast method) (twiga.models.nn.mlpf_model.MLPFModel method) (twiga.models.nn.mlpfbeta_model.MLPFBetaModel method) (twiga.models.nn.mlpfcrc_model.MLPFCRCModel method) (twiga.models.nn.mlpffpqr_model.MLPFFPQRModel method) (twiga.models.nn.mlpfgamma_model.MLPFGammaModel method) (twiga.models.nn.mlpflaplace_model.MLPFLaplaceModel method) (twiga.models.nn.mlpflognormal_model.MLPFLogNormalModel method) (twiga.models.nn.mlpfnormal_model.MLPFNormalModel method) (twiga.models.nn.mlpfqr_model.MLPFQRModel method) (twiga.models.nn.mlpfstudentt_model.MLPFStudentTModel method) (twiga.models.nn.mlpgaf_model.MLPGAFModel method) (twiga.models.nn.mlpgafbeta_model.MLPGAFBetaModel method) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCModel method) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRModel method) (twiga.models.nn.mlpgafgamma_model.MLPGAFGammaModel method) (twiga.models.nn.mlpgaflaplace_model.MLPGAFLaplaceModel method) (twiga.models.nn.mlpgaflognormal_model.MLPGAFLogNormalModel method) (twiga.models.nn.mlpgafnormal_model.MLPGAFNormalModel method) (twiga.models.nn.mlpgafqr_model.MLPGAFQRModel method) (twiga.models.nn.mlpgafstudentt_model.MLPGAFStudentTModel method) (twiga.models.nn.mlpgam_model.MLPGAMModel method) (twiga.models.nn.mlpgambeta_model.MLPGAMBetaModel method) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCModel method) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRModel method) (twiga.models.nn.mlpgamgamma_model.MLPGAMGammaModel method) (twiga.models.nn.mlpgamlaplace_model.MLPGAMLaplaceModel method) (twiga.models.nn.mlpgamlognormal_model.MLPGAMLogNormalModel method) (twiga.models.nn.mlpgamnormal_model.MLPGAMNormalModel method) (twiga.models.nn.mlpgamqr_model.MLPGAMQRModel method) (twiga.models.nn.mlpgamstudentt_model.MLPGAMStudentTModel method) (twiga.models.nn.nhits_model.NHITSModel method) (twiga.models.nn.nhitsbeta_model.NHITSBetaModel method) (twiga.models.nn.nhitscrc_model.NHITSCRCModel method) (twiga.models.nn.nhitsgamma_model.NHITSGammaModel method) (twiga.models.nn.nhitslaplace_model.NHITSLaplaceModel method) (twiga.models.nn.nhitslognormal_model.NHITSLogNormalModel method) (twiga.models.nn.nhitsnormal_model.NHITSNormalModel method) (twiga.models.nn.nhitsqr_model.NHITSFPQRModel method) (twiga.models.nn.nhitsqr_model.NHITSQRModel method) (twiga.models.nn.nhitsstudentt_model.NHITSStudentTModel method) (twiga.models.nn.rnn_model.RNNModel method) (twiga.models.nn.rnnbeta_model.RNNBetaModel method) (twiga.models.nn.rnngamma_model.RNNGammaModel method) (twiga.models.nn.rnnlaplace_model.RNNLaplaceModel method) (twiga.models.nn.rnnlognormal_model.RNNLogNormalModel method) (twiga.models.nn.rnnnormal_model.RNNNormalModel method) (twiga.models.nn.rnnqr_model.RNNFPQRModel method) (twiga.models.nn.rnnqr_model.RNNQRModel method) (twiga.models.nn.rnnstudentt_model.RNNStudentTModel method) load_checkpoint_and_datapipe() (twiga.forecaster.base.BaseForecaster method) load_data() (in module twiga.pipeline.tasks) loc (twiga.forecaster.result.ForecastResult attribute) log_dataset() (twiga.tracking.TwigaTracker method) log_evaluation() (twiga.tracking.TwigaTracker method) log_forecaster_metadata() (twiga.tracking.TwigaTracker method) log_model() (twiga.tracking.TwigaTracker method) log_to_mlflow() (in module twiga.pipeline.tasks) LogNormalDistribution (class in twiga.distributions.nn.parametric) longitude (twiga.core.config.DataPipelineConfig attribute) lookback_window_size (twiga.core.config.DataPipelineConfig attribute) loss_fn (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) loss_function (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) lower (twiga.forecaster.result.ForecastResult attribute) (twiga.serve.schemas.IntervalPrediction attribute) lr_scheduler_type (twiga.core.config.NeuralModelConfig attribute) M max_epochs (twiga.core.config.NeuralModelConfig attribute) medae() (in module twiga.core.metrics.point) method (twiga.core.config.ConformalConfig attribute) metric (twiga.core.config.NeuralModelConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) metrics (twiga.core.config.ForecasterConfig attribute) min_df (twiga.models.nn.mlpfstudentt_model.MLPFStudentTConfig attribute) (twiga.models.nn.mlpgafstudentt_model.MLPGAFStudentTConfig attribute) (twiga.models.nn.mlpgamstudentt_model.MLPGAMStudentTConfig attribute) (twiga.models.nn.nhitsstudentt_model.NHITSStudentTConfig attribute) min_seq_len (twiga.models.baseline.drift_model.DRIFTModel property) (twiga.models.baseline.naive_model.NAIVEModel property) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel property) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel property) minibatch_frac (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) MissingExtraError mlp_units (twiga.models.nn.nhits_model.NHITSConfig attribute) MLPFBetaConfig (class in twiga.models.nn.mlpfbeta_model) MLPFBetaModel (class in twiga.models.nn.mlpfbeta_model) MLPFConfig (class in twiga.models.nn.mlpf_model) MLPFCRCConfig (class in twiga.models.nn.mlpfcrc_model) MLPFCRCModel (class in twiga.models.nn.mlpfcrc_model) MLPFFPQRConfig (class in twiga.models.nn.mlpffpqr_model) MLPFFPQRModel (class in twiga.models.nn.mlpffpqr_model) MLPFGammaConfig (class in twiga.models.nn.mlpfgamma_model) MLPFGammaModel (class in twiga.models.nn.mlpfgamma_model) MLPFLaplaceConfig (class in twiga.models.nn.mlpflaplace_model) MLPFLaplaceModel (class in twiga.models.nn.mlpflaplace_model) MLPFLogNormalConfig (class in twiga.models.nn.mlpflognormal_model) MLPFLogNormalModel (class in twiga.models.nn.mlpflognormal_model) MLPFModel (class in twiga.models.nn.mlpf_model) MLPFNormalConfig (class in twiga.models.nn.mlpfnormal_model) MLPFNormalModel (class in twiga.models.nn.mlpfnormal_model) MLPFQRConfig (class in twiga.models.nn.mlpfqr_model) MLPFQRModel (class in twiga.models.nn.mlpfqr_model) MLPFStudentTConfig (class in twiga.models.nn.mlpfstudentt_model) MLPFStudentTModel (class in twiga.models.nn.mlpfstudentt_model) MLPGAFBetaConfig (class in twiga.models.nn.mlpgafbeta_model) MLPGAFBetaModel (class in twiga.models.nn.mlpgafbeta_model) MLPGAFConfig (class in twiga.models.nn.mlpgaf_model) MLPGAFCRCConfig (class in twiga.models.nn.mlpgafcrc_model) MLPGAFCRCModel (class in twiga.models.nn.mlpgafcrc_model) MLPGAFFPQRConfig (class in twiga.models.nn.mlpgaffpqr_model) MLPGAFFPQRModel (class in twiga.models.nn.mlpgaffpqr_model) MLPGAFGammaConfig (class in twiga.models.nn.mlpgafgamma_model) MLPGAFGammaModel (class in twiga.models.nn.mlpgafgamma_model) MLPGAFLaplaceConfig (class in twiga.models.nn.mlpgaflaplace_model) MLPGAFLaplaceModel (class in twiga.models.nn.mlpgaflaplace_model) MLPGAFLogNormalConfig (class in twiga.models.nn.mlpgaflognormal_model) MLPGAFLogNormalModel (class in twiga.models.nn.mlpgaflognormal_model) MLPGAFModel (class in twiga.models.nn.mlpgaf_model) MLPGAFNormalConfig (class in twiga.models.nn.mlpgafnormal_model) MLPGAFNormalModel (class in twiga.models.nn.mlpgafnormal_model) MLPGAFQRConfig (class in twiga.models.nn.mlpgafqr_model) MLPGAFQRModel (class in twiga.models.nn.mlpgafqr_model) MLPGAFStudentTConfig (class in twiga.models.nn.mlpgafstudentt_model) MLPGAFStudentTModel (class in twiga.models.nn.mlpgafstudentt_model) MLPGAMBetaConfig (class in twiga.models.nn.mlpgambeta_model) MLPGAMBetaModel (class in twiga.models.nn.mlpgambeta_model) MLPGAMConfig (class in twiga.models.nn.mlpgam_model) MLPGAMCRCConfig (class in twiga.models.nn.mlpgamcrc_model) MLPGAMCRCModel (class in twiga.models.nn.mlpgamcrc_model) MLPGAMFPQRConfig (class in twiga.models.nn.mlpgamfpqr_model) MLPGAMFPQRModel (class in twiga.models.nn.mlpgamfpqr_model) MLPGAMGammaConfig (class in twiga.models.nn.mlpgamgamma_model) MLPGAMGammaModel (class in twiga.models.nn.mlpgamgamma_model) MLPGAMLaplaceConfig (class in twiga.models.nn.mlpgamlaplace_model) MLPGAMLaplaceModel (class in twiga.models.nn.mlpgamlaplace_model) MLPGAMLogNormalConfig (class in twiga.models.nn.mlpgamlognormal_model) MLPGAMLogNormalModel (class in twiga.models.nn.mlpgamlognormal_model) MLPGAMModel (class in twiga.models.nn.mlpgam_model) MLPGAMNormalConfig (class in twiga.models.nn.mlpgamnormal_model) MLPGAMNormalModel (class in twiga.models.nn.mlpgamnormal_model) MLPGAMQRConfig (class in twiga.models.nn.mlpgamqr_model) MLPGAMQRModel (class in twiga.models.nn.mlpgamqr_model) MLPGAMStudentTConfig (class in twiga.models.nn.mlpgamstudentt_model) MLPGAMStudentTModel (class in twiga.models.nn.mlpgamstudentt_model) model (twiga.serve.schemas.IntervalPrediction attribute) (twiga.serve.schemas.ModelPrediction attribute) model_config (twiga.core.config.BaseModelConfig attribute) (twiga.core.config.BaseSearchSpace attribute) (twiga.core.config.ConformalConfig attribute) (twiga.core.config.DataPipelineConfig attribute) (twiga.core.config.ForecasterConfig attribute) (twiga.core.config.NeuralModelConfig attribute) (twiga.core.data.characterisation.CharacterisationResult attribute) (twiga.core.data.characterisation.ComplexityProfile attribute) (twiga.core.data.characterisation.PredictabilityResult attribute) (twiga.core.data.characterisation.StationarityResult attribute) (twiga.core.data.characterisation.TemporalStructureResult attribute) (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.lineareg_model.LINEAREGConfig attribute) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) (twiga.models.ml.qrcatboost_model.QRCATBOOSTConfig attribute) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMConfig attribute) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTConfig attribute) (twiga.models.ml.qrxgboost_model.QRXGBOOSTConfig attribute) (twiga.models.ml.randomforest_model.RANDOMFORESTConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) (twiga.models.nn.mlpf_model.MLPFConfig attribute) (twiga.models.nn.mlpfbeta_model.MLPFBetaConfig attribute) (twiga.models.nn.mlpfcrc_model.MLPFCRCConfig attribute) (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfgamma_model.MLPFGammaConfig attribute) (twiga.models.nn.mlpflaplace_model.MLPFLaplaceConfig attribute) (twiga.models.nn.mlpflognormal_model.MLPFLogNormalConfig attribute) (twiga.models.nn.mlpfnormal_model.MLPFNormalConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpfstudentt_model.MLPFStudentTConfig attribute) (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) (twiga.models.nn.mlpgafbeta_model.MLPGAFBetaConfig attribute) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafgamma_model.MLPGAFGammaConfig attribute) (twiga.models.nn.mlpgaflaplace_model.MLPGAFLaplaceConfig attribute) (twiga.models.nn.mlpgaflognormal_model.MLPGAFLogNormalConfig attribute) (twiga.models.nn.mlpgafnormal_model.MLPGAFNormalConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgafstudentt_model.MLPGAFStudentTConfig attribute) (twiga.models.nn.mlpgam_model.MLPGAMConfig attribute) (twiga.models.nn.mlpgambeta_model.MLPGAMBetaConfig attribute) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamgamma_model.MLPGAMGammaConfig attribute) (twiga.models.nn.mlpgamlaplace_model.MLPGAMLaplaceConfig attribute) (twiga.models.nn.mlpgamlognormal_model.MLPGAMLogNormalConfig attribute) (twiga.models.nn.mlpgamnormal_model.MLPGAMNormalConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.mlpgamstudentt_model.MLPGAMStudentTConfig attribute) (twiga.models.nn.nhits_model.NHITSConfig attribute) (twiga.models.nn.nhitsbeta_model.NHITSBetaConfig attribute) (twiga.models.nn.nhitscrc_model.NHITSCRCConfig attribute) (twiga.models.nn.nhitsgamma_model.NHITSGammaConfig attribute) (twiga.models.nn.nhitslaplace_model.NHITSLaplaceConfig attribute) (twiga.models.nn.nhitslognormal_model.NHITSLogNormalConfig attribute) (twiga.models.nn.nhitsnormal_model.NHITSNormalConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.nhitsstudentt_model.NHITSStudentTConfig attribute) (twiga.models.nn.rnn_model.RNNConfig attribute) (twiga.models.nn.rnnbeta_model.RNNBetaConfig attribute) (twiga.models.nn.rnngamma_model.RNNGammaConfig attribute) (twiga.models.nn.rnnlaplace_model.RNNLaplaceConfig attribute) (twiga.models.nn.rnnlognormal_model.RNNLogNormalConfig attribute) (twiga.models.nn.rnnnormal_model.RNNNormalConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) (twiga.models.nn.rnnstudentt_model.RNNStudentTConfig attribute) (twiga.serve.schemas.ForecastRequest attribute) (twiga.serve.schemas.ForecastResponse attribute) (twiga.serve.schemas.HealthRequest attribute) (twiga.serve.schemas.HealthResponse attribute) (twiga.serve.schemas.IntervalPrediction attribute) (twiga.serve.schemas.IntervalRequest attribute) (twiga.serve.schemas.IntervalResponse attribute) (twiga.serve.schemas.ModelPrediction attribute) (twiga.serve.schemas.MonitorResponse attribute) model_name (twiga.forecaster.result.ForecastResult attribute) model_names (twiga.forecaster.result.ForecastCollection property) (twiga.serve.loader.ModelLoader property) ModelLoader (class in twiga.serve.loader) ModelPrediction (class in twiga.serve.schemas) models (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMModel attribute) (twiga.serve.schemas.HealthResponse attribute) module twiga.serve.schemas monitor (twiga.core.config.NeuralModelConfig attribute) MonitorResponse (class in twiga.serve.schemas) msis() (in module twiga.core.metrics.interval) N n_blocks (twiga.models.nn.nhits_model.NHITSConfig attribute) n_drifted_features (twiga.serve.schemas.MonitorResponse attribute) n_estimators (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) n_freq_downsample (twiga.models.nn.nhits_model.NHITSConfig attribute) n_horizons (twiga.core.data.characterisation.PredictabilityResult attribute) n_jobs (twiga.models.ml.randomforest_model.RANDOMFORESTConfig attribute) n_layers (twiga.models.nn.rnn_model.RNNConfig attribute) n_observations (twiga.core.data.characterisation.CharacterisationResult attribute) (twiga.core.data.characterisation.ComplexityProfile attribute) n_pool_kernel_size (twiga.models.nn.nhits_model.NHITSConfig attribute) n_quantiles (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) NAIVEModel (class in twiga.models.baseline.naive_model) name (twiga.core.config.BaseModelConfig attribute) (twiga.core.config.NeuralModelConfig attribute) (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.lineareg_model.LINEAREGConfig attribute) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) (twiga.models.ml.qrcatboost_model.QRCATBOOSTConfig attribute) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMConfig attribute) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTConfig attribute) (twiga.models.ml.qrxgboost_model.QRXGBOOSTConfig attribute) (twiga.models.ml.randomforest_model.RANDOMFORESTConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) (twiga.models.nn.mlpf_model.MLPFConfig attribute) (twiga.models.nn.mlpfbeta_model.MLPFBetaConfig attribute) (twiga.models.nn.mlpfcrc_model.MLPFCRCConfig attribute) (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfgamma_model.MLPFGammaConfig attribute) (twiga.models.nn.mlpflaplace_model.MLPFLaplaceConfig attribute) (twiga.models.nn.mlpflognormal_model.MLPFLogNormalConfig attribute) (twiga.models.nn.mlpfnormal_model.MLPFNormalConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpfstudentt_model.MLPFStudentTConfig attribute) (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) (twiga.models.nn.mlpgafbeta_model.MLPGAFBetaConfig attribute) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafgamma_model.MLPGAFGammaConfig attribute) (twiga.models.nn.mlpgaflaplace_model.MLPGAFLaplaceConfig attribute) (twiga.models.nn.mlpgaflognormal_model.MLPGAFLogNormalConfig attribute) (twiga.models.nn.mlpgafnormal_model.MLPGAFNormalConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgafstudentt_model.MLPGAFStudentTConfig attribute) (twiga.models.nn.mlpgam_model.MLPGAMConfig attribute) (twiga.models.nn.mlpgambeta_model.MLPGAMBetaConfig attribute) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamgamma_model.MLPGAMGammaConfig attribute) (twiga.models.nn.mlpgamlaplace_model.MLPGAMLaplaceConfig attribute) (twiga.models.nn.mlpgamlognormal_model.MLPGAMLogNormalConfig attribute) (twiga.models.nn.mlpgamnormal_model.MLPGAMNormalConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.mlpgamstudentt_model.MLPGAMStudentTConfig attribute) (twiga.models.nn.nhits_model.NHITSConfig attribute) (twiga.models.nn.nhitsbeta_model.NHITSBetaConfig attribute) (twiga.models.nn.nhitscrc_model.NHITSCRCConfig attribute) (twiga.models.nn.nhitsgamma_model.NHITSGammaConfig attribute) (twiga.models.nn.nhitslaplace_model.NHITSLaplaceConfig attribute) (twiga.models.nn.nhitslognormal_model.NHITSLogNormalConfig attribute) (twiga.models.nn.nhitsnormal_model.NHITSNormalConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.nhitsstudentt_model.NHITSStudentTConfig attribute) (twiga.models.nn.rnn_model.RNNConfig attribute) (twiga.models.nn.rnnbeta_model.RNNBetaConfig attribute) (twiga.models.nn.rnngamma_model.RNNGammaConfig attribute) (twiga.models.nn.rnnlaplace_model.RNNLaplaceConfig attribute) (twiga.models.nn.rnnlognormal_model.RNNLogNormalConfig attribute) (twiga.models.nn.rnnnormal_model.RNNNormalConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) (twiga.models.nn.rnnstudentt_model.RNNStudentTConfig attribute) NeuralModelConfig (class in twiga.core.config) NGBOOSTEXPONENTIALConfig (class in twiga.models.ml.ngboostexponential_model) NGBOOSTEXPONENTIALModel (class in twiga.models.ml.ngboostexponential_model) NGBOOSTLOGNORMALConfig (class in twiga.models.ml.ngboostlognormal_model) NGBOOSTLOGNORMALModel (class in twiga.models.ml.ngboostlognormal_model) NGBOOSTNORMALConfig (class in twiga.models.ml.ngboostnormal_model) NGBOOSTNORMALModel (class in twiga.models.ml.ngboostnormal_model) NHITSBetaConfig (class in twiga.models.nn.nhitsbeta_model) NHITSBetaModel (class in twiga.models.nn.nhitsbeta_model) NHITSConfig (class in twiga.models.nn.nhits_model) NHITSCRCConfig (class in twiga.models.nn.nhitscrc_model) NHITSCRCModel (class in twiga.models.nn.nhitscrc_model) NHITSFPQRConfig (class in twiga.models.nn.nhitsqr_model) NHITSFPQRModel (class in twiga.models.nn.nhitsqr_model) NHITSGammaConfig (class in twiga.models.nn.nhitsgamma_model) NHITSGammaModel (class in twiga.models.nn.nhitsgamma_model) NHITSLaplaceConfig (class in twiga.models.nn.nhitslaplace_model) NHITSLaplaceModel (class in twiga.models.nn.nhitslaplace_model) NHITSLogNormalConfig (class in twiga.models.nn.nhitslognormal_model) NHITSLogNormalModel (class in twiga.models.nn.nhitslognormal_model) NHITSModel (class in twiga.models.nn.nhits_model) NHITSNormalConfig (class in twiga.models.nn.nhitsnormal_model) NHITSNormalModel (class in twiga.models.nn.nhitsnormal_model) NHITSQRConfig (class in twiga.models.nn.nhitsqr_model) NHITSQRModel (class in twiga.models.nn.nhitsqr_model) NHITSStudentTConfig (class in twiga.models.nn.nhitsstudentt_model) NHITSStudentTModel (class in twiga.models.nn.nhitsstudentt_model) normal_crps() (in module twiga.core.metrics.parametric) normal_nll() (in module twiga.core.metrics.parametric) normal_q_qplot() (in module twiga.core.plot.residuals) NormalDistribution (class in twiga.distributions.nn.parametric) normalise_series() (in module twiga.core.stats.utils) normalise_timestamp_column() (in module twiga.core.data.processing) NotFittedError num_attention_heads (twiga.models.nn.mlpf_model.MLPFConfig attribute) num_cosines (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) num_splits (twiga.core.config.ForecasterConfig attribute) num_targets (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMModel attribute) num_workers (twiga.core.config.NeuralModelConfig attribute) O objective (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMConfig attribute) (twiga.models.ml.qrxgboost_model.QRXGBOOSTConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) od_type (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) od_wait (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) on_load_checkpoint() (twiga.forecaster.base.BaseForecaster method) (twiga.models.nn.core.base_model.BaseNeuralModel method) on_save_checkpoint() (twiga.forecaster.base.BaseForecaster method) (twiga.models.nn.core.base_model.BaseNeuralModel method) on_train_epoch_start() (twiga.models.nn.core.base_model.BaseNeuralModel method) OPTIMIZER_PARAM_SEARCH (twiga.core.config.NeuralModelConfig attribute) optimizer_params (twiga.core.config.NeuralModelConfig attribute) optimizer_type (twiga.core.config.NeuralModelConfig attribute) out_activation_function (twiga.models.nn.mlpfbeta_model.MLPFBetaConfig attribute) (twiga.models.nn.mlpfgamma_model.MLPFGammaConfig attribute) (twiga.models.nn.mlpgafbeta_model.MLPGAFBetaConfig attribute) (twiga.models.nn.mlpgafgamma_model.MLPGAFGammaConfig attribute) (twiga.models.nn.mlpgambeta_model.MLPGAMBetaConfig attribute) (twiga.models.nn.mlpgamgamma_model.MLPGAMGammaConfig attribute) (twiga.models.nn.nhits_model.NHITSConfig attribute) P PARAMETRIC (twiga.forecaster.result.ForecastKind attribute) patch_len (twiga.models.nn.mlpf_model.MLPFConfig attribute) patience (twiga.core.config.NeuralModelConfig attribute) peak_ami (twiga.core.data.characterisation.PredictabilityResult attribute) peak_horizon (twiga.core.data.characterisation.PredictabilityResult attribute) penalty_dict() (twiga.models.nn.core.base_arch.BaseArchitecture method) period (twiga.core.config.DataPipelineConfig attribute) permutation_entropy (twiga.core.data.characterisation.ComplexityProfile attribute) pin_memory (twiga.core.config.NeuralModelConfig attribute) PipelineError plot_acf() (in module twiga.core.plot.stats) plot_cdf() (in module twiga.core.plot.distribution) plot_density() (in module twiga.core.plot.distribution) plot_distribution() (in module twiga.core.plot.distribution) plot_forecast() (in module twiga.core.plot.timeseries) plot_forecast_grid() (in module twiga.core.plot.timeseries) plot_forecast_intervals() (in module twiga.core.plot.timeseries) plot_heatmap() (twiga.core.data.relevance.AssociationAnalyzer static method) plot_kde() (in module twiga.core.plot.distribution) plot_metrics_bar() (in module twiga.core.plot.stats) plot_pit_histogram() (in module twiga.core.plot.stats) plot_quantile_fan() (in module twiga.core.plot.timeseries) plot_reliability_diagram() (in module twiga.core.plot.stats) plot_split_scheme() (twiga.core.backtester.TimeBasedCV method) plot_timeseries() (in module twiga.core.plot.timeseries) POINT (twiga.forecaster.result.ForecastKind attribute) pooling_mode (twiga.models.nn.nhits_model.NHITSConfig attribute) predict() (twiga.forecaster.abstract.AbstractForecaster method) (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel method) (twiga.models.ml.lightgbm_model.LIGHTGBMModel method) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALModel method) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALModel method) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) predict_interval() (twiga.forecaster.abstract.AbstractForecaster method) predict_with_uncertainty() (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel method) predictability (twiga.core.data.characterisation.CharacterisationResult attribute) PredictabilityResult (class in twiga.core.data.characterisation) predictions (twiga.serve.schemas.ModelPrediction attribute) prepare_data() (twiga.core.data.pipeline.DataPipeline method) prepare_test_data (twiga.serve.schemas.ForecastRequest attribute) prepare_test_data() (twiga.forecaster.abstract.AbstractForecaster method) (twiga.forecaster.base.BaseForecaster method) ProbabilisticModel (class in twiga.models.nn.prob.core) ProbabilisticNetwork (class in twiga.models.nn.prob.core) project_name (twiga.core.config.ForecasterConfig attribute) Q QRCATBOOSTConfig (class in twiga.models.ml.qrcatboost_model) QRCATBOOSTModel (class in twiga.models.ml.qrcatboost_model) QRDistribution (class in twiga.distributions.nn.quantile) QRLIGHTGBMConfig (class in twiga.models.ml.qrlightgbm_model) QRLIGHTGBMModel (class in twiga.models.ml.qrlightgbm_model) QRRANDOMFORESTConfig (class in twiga.models.ml.qrrandomforest_model) QRRANDOMFORESTModel (class in twiga.models.ml.qrrandomforest_model) QRXGBOOSTConfig (class in twiga.models.ml.qrxgboost_model) QRXGBOOSTModel (class in twiga.models.ml.qrxgboost_model) QUANTILE (twiga.forecaster.result.ForecastKind attribute) quantile_levels (twiga.forecaster.result.ForecastResult attribute) QuantileHuberLoss (class in twiga.distributions.nn.custom_loss) QuantileLoss (class in twiga.distributions.nn.custom_loss) QuantileProposal (class in twiga.distributions.nn.fpquantile) QuantileProposalLoss (class in twiga.distributions.nn.custom_loss) quantiles (twiga.forecaster.result.ForecastResult attribute) (twiga.models.ml.qrcatboost_model.QRCATBOOSTConfig attribute) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMConfig attribute) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTConfig attribute) (twiga.models.ml.qrxgboost_model.QRXGBOOSTConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) R r_squared() (in module twiga.core.metrics.point) random_state (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) (twiga.models.ml.randomforest_model.RANDOMFORESTConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) RANDOMFORESTConfig (class in twiga.models.ml.randomforest_model) RANDOMFORESTModel (class in twiga.models.ml.randomforest_model) rank_correlation() (in module twiga.core.stats.association) recommendation (twiga.core.data.characterisation.StationarityResult attribute) records (twiga.serve.schemas.ForecastRequest attribute) records_not_empty() (twiga.serve.schemas.ForecastRequest class method) regime (twiga.core.data.characterisation.ComplexityProfile attribute) rel_auc (twiga.core.data.characterisation.PredictabilityResult attribute) reload() (twiga.serve.loader.ModelLoader method) report_path (twiga.serve.schemas.MonitorResponse attribute) require_extra() (in module twiga.core.exceptions) residual_leverage_plot() (in module twiga.core.plot.residuals) residual_plot() (in module twiga.core.plot.residuals) results (twiga.forecaster.result.ForecastCollection attribute) resume_training (twiga.core.config.NeuralModelConfig attribute) retraining_flow() (in module twiga.pipeline.flows) rich_progress_bar (twiga.core.config.NeuralModelConfig attribute) rmsle() (in module twiga.core.metrics.point) RNNBetaConfig (class in twiga.models.nn.rnnbeta_model) RNNBetaModel (class in twiga.models.nn.rnnbeta_model) RNNConfig (class in twiga.models.nn.rnn_model) RNNFPQRConfig (class in twiga.models.nn.rnnqr_model) RNNFPQRModel (class in twiga.models.nn.rnnqr_model) RNNGammaConfig (class in twiga.models.nn.rnngamma_model) RNNGammaModel (class in twiga.models.nn.rnngamma_model) RNNLaplaceConfig (class in twiga.models.nn.rnnlaplace_model) RNNLaplaceModel (class in twiga.models.nn.rnnlaplace_model) RNNLogNormalConfig (class in twiga.models.nn.rnnlognormal_model) RNNLogNormalModel (class in twiga.models.nn.rnnlognormal_model) RNNModel (class in twiga.models.nn.rnn_model) RNNNormalConfig (class in twiga.models.nn.rnnnormal_model) RNNNormalModel (class in twiga.models.nn.rnnnormal_model) RNNQRConfig (class in twiga.models.nn.rnnqr_model) RNNQRModel (class in twiga.models.nn.rnnqr_model) RNNStudentTConfig (class in twiga.models.nn.rnnstudentt_model) RNNStudentTModel (class in twiga.models.nn.rnnstudentt_model) root_dir (twiga.core.config.ForecasterConfig attribute) run_data_drift() (twiga.serve.monitor.ForecastMonitor method) run_drift_check() (in module twiga.pipeline.tasks) run_full_monitoring() (twiga.serve.monitor.ForecastMonitor method) run_id (twiga.tracking.TwigaTracker property) run_performance() (twiga.serve.monitor.ForecastMonitor method) run_prediction_drift() (twiga.serve.monitor.ForecastMonitor method) S sample_entropy (twiga.core.data.characterisation.ComplexityProfile attribute) sample_training_params() (twiga.core.config.NeuralModelConfig class method) SAMPLES (twiga.forecaster.result.ForecastKind attribute) samples (twiga.forecaster.result.ForecastResult attribute) save_checkpoint() (in module twiga.pipeline.tasks) scale (twiga.forecaster.result.ForecastResult attribute) scatter_matrix() (in module twiga.core.plot.exploration) scatter_plot() (in module twiga.core.plot.exploration) SCHEDULER_PARAM_SEARCH (twiga.core.config.NeuralModelConfig attribute) scheduler_params (twiga.core.config.NeuralModelConfig attribute) score (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) score_type (twiga.core.config.ConformalConfig attribute) search_space (twiga.core.config.BaseModelConfig attribute) (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.lineareg_model.LINEAREGConfig attribute) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALConfig attribute) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALConfig attribute) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALConfig attribute) (twiga.models.ml.randomforest_model.RANDOMFORESTConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) (twiga.models.nn.mlpf_model.MLPFConfig attribute) (twiga.models.nn.mlpfbeta_model.MLPFBetaConfig attribute) (twiga.models.nn.mlpfcrc_model.MLPFCRCConfig attribute) (twiga.models.nn.mlpffpqr_model.MLPFFPQRConfig attribute) (twiga.models.nn.mlpfgamma_model.MLPFGammaConfig attribute) (twiga.models.nn.mlpflaplace_model.MLPFLaplaceConfig attribute) (twiga.models.nn.mlpflognormal_model.MLPFLogNormalConfig attribute) (twiga.models.nn.mlpfnormal_model.MLPFNormalConfig attribute) (twiga.models.nn.mlpfqr_model.MLPFQRConfig attribute) (twiga.models.nn.mlpfstudentt_model.MLPFStudentTConfig attribute) (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) (twiga.models.nn.mlpgafbeta_model.MLPGAFBetaConfig attribute) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCConfig attribute) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRConfig attribute) (twiga.models.nn.mlpgafgamma_model.MLPGAFGammaConfig attribute) (twiga.models.nn.mlpgaflaplace_model.MLPGAFLaplaceConfig attribute) (twiga.models.nn.mlpgaflognormal_model.MLPGAFLogNormalConfig attribute) (twiga.models.nn.mlpgafnormal_model.MLPGAFNormalConfig attribute) (twiga.models.nn.mlpgafqr_model.MLPGAFQRConfig attribute) (twiga.models.nn.mlpgafstudentt_model.MLPGAFStudentTConfig attribute) (twiga.models.nn.mlpgam_model.MLPGAMConfig attribute) (twiga.models.nn.mlpgambeta_model.MLPGAMBetaConfig attribute) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRConfig attribute) (twiga.models.nn.mlpgamgamma_model.MLPGAMGammaConfig attribute) (twiga.models.nn.mlpgamlaplace_model.MLPGAMLaplaceConfig attribute) (twiga.models.nn.mlpgamlognormal_model.MLPGAMLogNormalConfig attribute) (twiga.models.nn.mlpgamnormal_model.MLPGAMNormalConfig attribute) (twiga.models.nn.mlpgamqr_model.MLPGAMQRConfig attribute) (twiga.models.nn.mlpgamstudentt_model.MLPGAMStudentTConfig attribute) (twiga.models.nn.nhits_model.NHITSConfig attribute) (twiga.models.nn.nhitsbeta_model.NHITSBetaConfig attribute) (twiga.models.nn.nhitscrc_model.NHITSCRCConfig attribute) (twiga.models.nn.nhitsgamma_model.NHITSGammaConfig attribute) (twiga.models.nn.nhitslaplace_model.NHITSLaplaceConfig attribute) (twiga.models.nn.nhitslognormal_model.NHITSLogNormalConfig attribute) (twiga.models.nn.nhitsnormal_model.NHITSNormalConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSFPQRConfig attribute) (twiga.models.nn.nhitsqr_model.NHITSQRConfig attribute) (twiga.models.nn.nhitsstudentt_model.NHITSStudentTConfig attribute) (twiga.models.nn.rnn_model.RNNConfig attribute) (twiga.models.nn.rnnbeta_model.RNNBetaConfig attribute) (twiga.models.nn.rnngamma_model.RNNGammaConfig attribute) (twiga.models.nn.rnnlaplace_model.RNNLaplaceConfig attribute) (twiga.models.nn.rnnlognormal_model.RNNLogNormalConfig attribute) (twiga.models.nn.rnnnormal_model.RNNNormalConfig attribute) (twiga.models.nn.rnnqr_model.RNNFPQRConfig attribute) (twiga.models.nn.rnnqr_model.RNNQRConfig attribute) (twiga.models.nn.rnnstudentt_model.RNNStudentTConfig attribute) seasonal_periods (twiga.core.data.characterisation.TemporalStructureResult attribute) SEASONALNAIVEModel (class in twiga.models.baseline.seasonal_naive_model) seed (twiga.core.config.ForecasterConfig attribute) (twiga.core.config.NeuralModelConfig attribute) select_top_features() (in module twiga.core.data.selection) set_feature_covariate_column() (twiga.core.data.pipeline.DataPipeline method) set_fit_request() (twiga.core.data.pipeline.DataPipeline method) (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.catboost_model.CATBOOSTModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel method) (twiga.models.ml.lightgbm_model.LIGHTGBMModel method) (twiga.models.ml.lineareg_model.LINEAREGModel method) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALModel method) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALModel method) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.ml.qrcatboost_model.QRCATBOOSTModel method) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMModel method) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTModel method) (twiga.models.ml.qrxgboost_model.QRXGBOOSTModel method) (twiga.models.ml.randomforest_model.RANDOMFORESTModel method) (twiga.models.ml.xgboost_model.XGBOOSTModel method) set_num_feature_covariate_column() (twiga.models.nn.core.base_arch.BaseArchitecture method) set_params() (twiga.models.ml.core.base_regressor.BaseRegressor method) set_predict_request() (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.catboost_model.CATBOOSTModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.lightgbm_model.LIGHTGBMModel method) (twiga.models.ml.lineareg_model.LINEAREGModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.ml.qrcatboost_model.QRCATBOOSTModel method) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMModel method) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTModel method) (twiga.models.ml.qrxgboost_model.QRXGBOOSTModel method) (twiga.models.ml.randomforest_model.RANDOMFORESTModel method) (twiga.models.ml.xgboost_model.XGBOOSTModel method) set_reference() (twiga.serve.monitor.ForecastMonitor method) set_score_request() (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.catboost_model.CATBOOSTModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel method) (twiga.models.ml.lightgbm_model.LIGHTGBMModel method) (twiga.models.ml.lineareg_model.LINEAREGModel method) (twiga.models.ml.ngboostexponential_model.NGBOOSTEXPONENTIALModel method) (twiga.models.ml.ngboostlognormal_model.NGBOOSTLOGNORMALModel method) (twiga.models.ml.ngboostnormal_model.NGBOOSTNORMALModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.ml.qrcatboost_model.QRCATBOOSTModel method) (twiga.models.ml.qrlightgbm_model.QRLIGHTGBMModel method) (twiga.models.ml.qrrandomforest_model.QRRANDOMFORESTModel method) (twiga.models.ml.qrxgboost_model.QRXGBOOSTModel method) (twiga.models.ml.randomforest_model.RANDOMFORESTModel method) (twiga.models.ml.xgboost_model.XGBOOSTModel method) set_split_scheme() (twiga.core.backtester.TimeBasedCV method) set_transform_request() (twiga.core.data.pipeline.DataPipeline method) setup() (twiga.core.data.loader.TimeseriesDataModule method) ShapExplainer (class in twiga.core.explain) sigma_loss_fn (twiga.models.nn.mlpfcrc_model.MLPFCRCConfig attribute) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCConfig attribute) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCConfig attribute) (twiga.models.nn.nhitscrc_model.NHITSCRCConfig attribute) SignalCharacteriser (class in twiga.core.data.characterisation) significant_lags (twiga.core.data.characterisation.TemporalStructureResult attribute) skill_score() (in module twiga.core.metrics.point) split() (twiga.core.backtester.TimeBasedCV method) (twiga.core.backtester.TimeBasedSplit method) split_freq (twiga.core.config.ForecasterConfig attribute) SplitConformal (class in twiga.distributions.conformal.base) squared_residual_plot() (in module twiga.core.plot.residuals) stack_features() (in module twiga.core.data.processing) stack_types (twiga.models.nn.nhits_model.NHITSConfig attribute) stage1_epochs (twiga.models.nn.mlpfcrc_model.MLPFCRCConfig attribute) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCConfig attribute) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCConfig attribute) (twiga.models.nn.nhitscrc_model.NHITSCRCConfig attribute) stationarity (twiga.core.data.characterisation.CharacterisationResult attribute) StationarityResult (class in twiga.core.data.characterisation) status (twiga.serve.schemas.HealthResponse attribute) step() (twiga.distributions.nn.fpquantile.FPQRDistribution method) (twiga.distributions.nn.parametric.BaseDistribution method) (twiga.distributions.nn.quantile.QRDistribution method) (twiga.distributions.nn.residual_conformal.CRCDistribution method) (twiga.models.nn.core.base_arch.BaseArchitecture method) (twiga.models.nn.prob.core.ProbabilisticNetwork method) step_sigma() (twiga.distributions.nn.residual_conformal.CRCDistribution method) (twiga.models.nn.prob.core.ProbabilisticNetwork method) stride (twiga.core.config.DataPipelineConfig attribute) (twiga.core.config.ForecasterConfig attribute) (twiga.models.nn.mlpf_model.MLPFConfig attribute) stride_delta (twiga.core.backtester.TimeBasedSplit property) StudentTDistribution (class in twiga.distributions.nn.parametric) suggested_lags (twiga.core.data.characterisation.TemporalStructureResult attribute) summary() (twiga.core.data.characterisation.SignalCharacteriser static method) T target_column (twiga.core.data.characterisation.CharacterisationResult attribute) target_feature (twiga.core.config.DataPipelineConfig attribute) target_scaler (twiga.core.config.DataPipelineConfig attribute) targets (twiga.forecaster.result.ForecastResult attribute) (twiga.serve.loader.ModelLoader property) (twiga.serve.schemas.ForecastResponse attribute) (twiga.serve.schemas.HealthResponse attribute) (twiga.serve.schemas.IntervalResponse attribute) task_type (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) temporal (twiga.core.data.characterisation.CharacterisationResult attribute) TemporalFeatureTransformer (class in twiga.core.data.temporal) TemporalStructureResult (class in twiga.core.data.characterisation) test_size (twiga.core.config.ForecasterConfig attribute) TimeBasedCV (class in twiga.core.backtester) TimeBasedSplit (class in twiga.core.backtester) TimeseriesDataModule (class in twiga.core.data.loader) TimeSeriesDifferentiator (class in twiga.core.data.diff) timestamps (twiga.forecaster.result.ForecastResult attribute) to_dataframe() (twiga.forecaster.result.ForecastCollection method) (twiga.forecaster.result.ForecastResult method) to_pipeline_hints() (twiga.core.data.characterisation.CharacterisationResult method) train_dataloader() (twiga.core.data.loader.TimeseriesDataModule method) train_delta (twiga.core.backtester.TimeBasedSplit property) train_size (twiga.core.config.ForecasterConfig attribute) training_flow() (in module twiga.pipeline.flows) training_step() (twiga.models.nn.core.base_model.BaseNeuralModel method) transform() (twiga.core.data.autores.AutoregressTransformer method) (twiga.core.data.diff.TimeSeriesDifferentiator method) (twiga.core.data.pipeline.DataPipeline method) (twiga.core.data.temporal.TemporalFeatureTransformer method) transform_features() (twiga.core.data.pipeline.DataPipeline method) transform_targets() (twiga.core.data.pipeline.DataPipeline method) tree_method (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) tune() (twiga.forecaster.abstract.AbstractForecaster method) twiga.serve.schemas module TWIGA_PALETTE (in module twiga.core.plot.theme) twiga_theme() (in module twiga.core.plot.theme) TwigaError TwigaForecaster (class in twiga.forecaster.core) TwigaTracker (class in twiga.tracking) two_stage (twiga.models.nn.mlpfcrc_model.MLPFCRCConfig attribute) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCConfig attribute) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCConfig attribute) (twiga.models.nn.nhitscrc_model.NHITSCRCConfig attribute) U unstack_features() (in module twiga.core.data.processing) update() (twiga.models.baseline.drift_model.DRIFTModel method) (twiga.models.baseline.naive_model.NAIVEModel method) (twiga.models.baseline.seasonal_naive_model.SEASONALNAIVEModel method) (twiga.models.baseline.window_average_model.WINDOWAVERAGEModel method) (twiga.models.ml.catboost_model.CATBOOSTModel method) (twiga.models.ml.core.base_regressor.BaseRegressor method) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel method) (twiga.models.ml.lightgbm_model.LIGHTGBMModel method) (twiga.models.ml.lineareg_model.LINEAREGModel method) (twiga.models.ml.prob.base_quantile.BaseQuantileRegressor method) (twiga.models.ml.randomforest_model.RANDOMFORESTModel method) (twiga.models.ml.xgboost_model.XGBOOSTModel method) (twiga.models.nn.core.base.BaseNeuralForecast method) (twiga.models.nn.mlpf_model.MLPFModel method) (twiga.models.nn.mlpfbeta_model.MLPFBetaModel method) (twiga.models.nn.mlpfcrc_model.MLPFCRCModel method) (twiga.models.nn.mlpffpqr_model.MLPFFPQRModel method) (twiga.models.nn.mlpfgamma_model.MLPFGammaModel method) (twiga.models.nn.mlpflaplace_model.MLPFLaplaceModel method) (twiga.models.nn.mlpflognormal_model.MLPFLogNormalModel method) (twiga.models.nn.mlpfnormal_model.MLPFNormalModel method) (twiga.models.nn.mlpfqr_model.MLPFQRModel method) (twiga.models.nn.mlpfstudentt_model.MLPFStudentTModel method) (twiga.models.nn.mlpgaf_model.MLPGAFModel method) (twiga.models.nn.mlpgafbeta_model.MLPGAFBetaModel method) (twiga.models.nn.mlpgafcrc_model.MLPGAFCRCModel method) (twiga.models.nn.mlpgaffpqr_model.MLPGAFFPQRModel method) (twiga.models.nn.mlpgafgamma_model.MLPGAFGammaModel method) (twiga.models.nn.mlpgaflaplace_model.MLPGAFLaplaceModel method) (twiga.models.nn.mlpgaflognormal_model.MLPGAFLogNormalModel method) (twiga.models.nn.mlpgafnormal_model.MLPGAFNormalModel method) (twiga.models.nn.mlpgafqr_model.MLPGAFQRModel method) (twiga.models.nn.mlpgafstudentt_model.MLPGAFStudentTModel method) (twiga.models.nn.mlpgam_model.MLPGAMModel method) (twiga.models.nn.mlpgambeta_model.MLPGAMBetaModel method) (twiga.models.nn.mlpgamcrc_model.MLPGAMCRCModel method) (twiga.models.nn.mlpgamfpqr_model.MLPGAMFPQRModel method) (twiga.models.nn.mlpgamgamma_model.MLPGAMGammaModel method) (twiga.models.nn.mlpgamlaplace_model.MLPGAMLaplaceModel method) (twiga.models.nn.mlpgamlognormal_model.MLPGAMLogNormalModel method) (twiga.models.nn.mlpgamnormal_model.MLPGAMNormalModel method) (twiga.models.nn.mlpgamqr_model.MLPGAMQRModel method) (twiga.models.nn.mlpgamstudentt_model.MLPGAMStudentTModel method) (twiga.models.nn.nhits_model.NHITSModel method) (twiga.models.nn.nhitsbeta_model.NHITSBetaModel method) (twiga.models.nn.nhitscrc_model.NHITSCRCModel method) (twiga.models.nn.nhitsgamma_model.NHITSGammaModel method) (twiga.models.nn.nhitslaplace_model.NHITSLaplaceModel method) (twiga.models.nn.nhitslognormal_model.NHITSLogNormalModel method) (twiga.models.nn.nhitsnormal_model.NHITSNormalModel method) (twiga.models.nn.nhitsqr_model.NHITSFPQRModel method) (twiga.models.nn.nhitsqr_model.NHITSQRModel method) (twiga.models.nn.nhitsstudentt_model.NHITSStudentTModel method) (twiga.models.nn.rnn_model.RNNModel method) (twiga.models.nn.rnnbeta_model.RNNBetaModel method) (twiga.models.nn.rnngamma_model.RNNGammaModel method) (twiga.models.nn.rnnlaplace_model.RNNLaplaceModel method) (twiga.models.nn.rnnlognormal_model.RNNLogNormalModel method) (twiga.models.nn.rnnnormal_model.RNNNormalModel method) (twiga.models.nn.rnnqr_model.RNNFPQRModel method) (twiga.models.nn.rnnqr_model.RNNQRModel method) (twiga.models.nn.rnnstudentt_model.RNNStudentTModel method) upper (twiga.forecaster.result.ForecastResult attribute) (twiga.serve.schemas.IntervalPrediction attribute) use_revin (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) V val_dataloader() (twiga.core.data.loader.TimeseriesDataModule method) validate_against() (twiga.core.config.BaseSearchSpace method) validate_method_score_compatibility() (twiga.core.config.ConformalConfig method) validate_params() (twiga.models.nn.core.base_model.BaseNeuralModel static method) validate_search_space() (twiga.core.config.BaseSearchSpace method) validation_step() (twiga.models.nn.core.base_model.BaseNeuralModel method) verbose (twiga.models.ml.catboost_model.CATBOOSTConfig attribute) (twiga.models.ml.lightgbm_model.LIGHTGBMConfig attribute) (twiga.models.ml.xgboost_model.XGBOOSTConfig attribute) verdict (twiga.core.data.characterisation.StationarityResult attribute) virtual_ensembles_count (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTConfig attribute) (twiga.models.ml.gausscatboost_model.GAUSSCATBOOSTModel attribute) W wandb_logging (twiga.core.config.NeuralModelConfig attribute) warmup_epochs (twiga.models.nn.mlpgaf_model.MLPGAFConfig attribute) warn_extreme_alpha() (twiga.core.config.ConformalConfig class method) window (twiga.core.config.ForecasterConfig attribute) window_funcs (twiga.core.config.DataPipelineConfig attribute) WINDOWAVERAGEModel (class in twiga.models.baseline.window_average_model) windows (twiga.core.config.DataPipelineConfig attribute) wql() (in module twiga.core.metrics.quantile) X XGBOOSTConfig (class in twiga.models.ml.xgboost_model) XGBOOSTModel (class in twiga.models.ml.xgboost_model)
