Time series

ARIMA, exponential smoothing, decomposition and statistical forecasting models.

ARIMA	Batched ARIMA and seasonal ARIMA fitted by maximum likelihood.
AutoARIMA	Automatic ARIMA order selection for a batch of series.
AutoTheta	Automatic theta model selection.
CrostonClassic	Croston's method for intermittent demand.
CrostonOptimized	Croston's method with optimized smoothing parameters.
CrostonSBA	Syntetos-Boylan approximation (SBA) of Croston's method.
DampedETS	Holt's damped additive trend model, ETS(A,Ad,N).
DynamicOptimizedTheta	The dynamic optimized theta model (DOTM).
DynamicTheta	The dynamic standard theta model (DSTM).
ETS	Exponential smoothing (ETS) with a fixed model.
ExponentialSmoothing	Holt-Winters exponential smoothing for a batch of seasonal series.
GARCH	GARCH(p, o, q) conditional volatility model with normal errors.
kpss_test	KPSS stationarity test for a batch of series.
OptimizedTheta	The optimized theta model (OTM).
ProphetForecaster	Prophet-style additive or multiplicative forecaster with linear growth.
select_d	Choose the differencing order d for each series by the KPSS test.
STL	Season-Trend decomposition using Loess.
Theta	The standard theta model (STM).
VAR	Vector autoregression estimated by OLS.