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[DOC] improved docstring for AutoETS #4116

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merged 4 commits into from Jan 27, 2023
Merged

[DOC] improved docstring for AutoETS #4116

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docstring
fkiraly Jan 16, 2023
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revert typo
fkiraly Jan 16, 2023
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terminology
fkiraly Jan 16, 2023
394a407
Update ets.py
fkiraly Jan 16, 2023
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10 changes: 6 additions & 4 deletions sktime/forecasting/ets.py
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Expand Up @@ -20,13 +20,15 @@
class AutoETS(_StatsModelsAdapter):
"""ETS models with both manual and automatic fitting capabilities.

Manual fitting is adapted from the statsmodels version,
while automatic fitting is adapted from the R version of ets.
Manual (fixed parameter) use (`auto=False`, default) is a direct interface
to `statsmodels` `ETSModel` [2]_,
while automated tuning (`auto=True`) is an adaptation of the R version of ets [3]_,
on top of `statsmodels` `ETSModel`.

The first few parameters are the same as the ones on statsmodels
The first parameters are direct interfaces to the `statsmodels` parameters
(from ``error`` to ``return_params``) [2]_.

The next few parameters are adapted from the ones on R
The remaining parameters are adaptations of the parameters of R ets
(``auto`` to ``additive_only``) [3]_,
and are used for automatic model selection.

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