diff --git a/docs/source/api_reference/forecasting.rst b/docs/source/api_reference/forecasting.rst index 55a0a744005..1677b130db6 100644 --- a/docs/source/api_reference/forecasting.rst +++ b/docs/source/api_reference/forecasting.rst @@ -168,6 +168,15 @@ Exponential smoothing based forecasters AutoETS +.. currentmodule:: sktime.forecasting.statsforecast + +.. autosummary:: + :toctree: auto_generated/ + :template: class.rst + + StatsForecastAutoETS + StatsForecastAutoCES + .. currentmodule:: sktime.forecasting.theta .. autosummary:: @@ -176,39 +185,31 @@ Exponential smoothing based forecasters ThetaForecaster -.. currentmodule:: sktime.forecasting.croston +.. currentmodule:: sktime.forecasting.statsforecast .. autosummary:: :toctree: auto_generated/ :template: class.rst - Croston + StatsForecastAutoTheta AR/MA type forecasters ---------------------- Forecasters with AR or MA component. -All "ARIMA" models below include SARIMAX capability. -.. currentmodule:: sktime.forecasting.arima +All "ARIMA" and "Auto-ARIMA" models below include SARIMAX capability. -.. autosummary:: - :toctree: auto_generated/ - :template: class.rst - - AutoARIMA - ARIMA +(V)AR(I)MAX models +~~~~~~~~~~~~~~~~~~ -.. currentmodule:: sktime.forecasting.statsforecast +.. currentmodule:: sktime.forecasting.arima .. autosummary:: :toctree: auto_generated/ :template: class.rst - StatsForecastAutoARIMA - StatsForecastAutoCES - StatsForecastAutoETS - StatsForecastAutoTheta + ARIMA .. currentmodule:: sktime.forecasting.sarimax @@ -234,6 +235,23 @@ All "ARIMA" models below include SARIMAX capability. VARMAX +Auto-ARIMA models +~~~~~~~~~~~~~~~~~ + +.. autosummary:: + :toctree: auto_generated/ + :template: class.rst + + AutoARIMA + +.. currentmodule:: sktime.forecasting.statsforecast + +.. autosummary:: + :toctree: auto_generated/ + :template: class.rst + + StatsForecastAutoARIMA + Structural time series models ----------------------------- @@ -277,6 +295,17 @@ Structural time series models DynamicFactor +Intermittent time series forecasters +------------------------------------ + +.. currentmodule:: sktime.forecasting.croston + +.. autosummary:: + :toctree: auto_generated/ + :template: class.rst + + Croston + Ensembles and stacking ----------------------