Filtering Model Base Class

Filtering models all have a filter(series) function, which returns a TimeSeries that is a filtered version of series.

class darts.models.filtering.filtering_model.FilteringModel[source]

Bases: ABC

The base class for filtering models. It defines the minimal behavior that all filtering models have to support. The filtering models are all “local” models; meaning they act on one time series alone.

Methods

filter(series)

Filters a given series

abstract filter(series)[source]

Filters a given series

Parameters

series (TimeSeries) – The series to filter.

Returns

A time series containing the filtered values.

Return type

TimeSeries