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"""Linear Model on top of Exponential Weighted Moving Average Lags for Time-Series.
Provide appropriate lags and past outcomes during batch scoring for best results."""
from h2oaicore.models import BaseCustomModel, GLMModel
import numpy as np
class ExponentialSmoothingModel(BaseCustomModel, GLMModel):
_regression = True
_binary = False
_multiclass = False
_time_series_only = True
_booster_str = "gblinear"
_display_name = "EWMA_GLM"
_description = "GLM with EWMA Lags"
_included_transformers = ["EwmaLagsTransformer"]
_testing_can_skip_failure = False # ensure tested as if shouldn't fail
@staticmethod
def can_use(accuracy, interpretability, train_shape=None, test_shape=None, valid_shape=None, n_gpus=0, **kwargs):
return True # i.e. ignore GLM's restrictions on interpretability and accuracy
@staticmethod
def enabled_setting():
return "on" # i.e. ignore GLM's default choice of auto that would disable this model if too many classes