statsmodels.tsa.exponential_smoothing.ets.ETSModel.set_bounds

ETSModel.set_bounds(bounds)

Set bounds for parameter estimation.

Parameters

boundsdict or None, optional

A dictionary with parameter names as keys and the respective bounds intervals as values (lists/tuples/arrays). The available parameter names are in self.param_names. The default option is None, in which case the traditional (nonlinear) bounds as described in [1] are used.

References

1

Hyndman, R.J., & Athanasopoulos, G. (2019) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. OTexts.com/fpp3. Accessed on April 19th 2020.