statsmodels.tsa.exponential_smoothing.ets.ETSModel.set_initialization_method

ETSModel.set_initialization_method(initialization_method, initial_level=None, initial_trend=None, initial_seasonal=None)

Sets a new initialization method for the state space model.

Parameters:

initialization_methodstr, optional

Method for initialization of the state space model. One of:

• ‘estimated’ (default)

• ‘heuristic’

• ‘known’

If ‘known’ initialization is used, then initial_level must be passed, as well as initial_trend and initial_seasonal if applicable. ‘heuristic’ uses a heuristic based on the data to estimate initial level, trend, and seasonal state. ‘estimated’ uses the same heuristic as initial guesses, but then estimates the initial states as part of the fitting process. Default is ‘estimated’.

initial_levelfloat, optional

The initial level component. Only used if initialization is ‘known’.

initial_trendfloat, optional

The initial trend component. Only used if initialization is ‘known’.

initial_seasonalarray_like, optional

The initial seasonal component. An array of length seasonal_periods. Only used if initialization is ‘known’.