Welcome to giottotime’s API reference!¶
gtime.causality
: Causality Tests¶
The gtime.causality
module deals with the causality tests for time
series data.
Test the shifted linear fit coefficients between two or more time series. 

Class responsible for assessing the shifted Pearson correlations (PPMCC) between two or more series. 
gtime.compose
: Compose¶
The gtime.compose
module contains metaestimators for building composite models
with transformers.

Applies transformers to columns of a pandas DataFrame. 
gtime.feature_extraction
: Feature Extraction¶
The gtime.feature_extraction
module deals with the creation of features
starting from a time series.

Perform a shift of a DataFrame of size equal to 

For each row in 
For each row in 


Compute the polynomial feature_extraction, of a degree equal to the input 

Reindex 

Constructs a transformer from an arbitrary callable. 
gtime.feature_generation
: Feature Generation¶
The gtime.feature_generation
module deals with the creation of features that do
not depend on the input data, but just on its index.
Create a sinusoid from a given date and with a given period and amplitude. 


Generate a 

Create a feature based on the national holidays of a specific country. 
gtime.forecasting
: Forecasting¶
The gtime.forecasting
module contains a collection of machine learning models,
for dealing with time series data.

Generalized Auto Regression model. 

Generalized Auto Regression model with feedforward training. 

Trend forecasting model. 
gtime.regressors
: Regressors¶
The gtime.regressors
module contains regression models.

Implementation of a LinearRegressor that takes a custom loss function. 
gtime.metrics
: Metrics¶
The gtime.metrics
module contains a collection of different metrics.

Compute the ‘Symmetric Mean Absolute Percentage Error’ (SMAPE) between two vectors. 

Compute the maximum error between two vectors. 
gtime.model_selection
: Model Selection¶
The gtime.model_selection
module deals with model selection.

Splits the feature matrices X and y in X_train, y_train, X_test, y_test. 

Perform a shift of the original 
gtime.preprocessing
: Preprocessing¶
The gtime.preprocessing
module deals with the preprocessing of time series
data.

Transforms an arraylike sequence in a periodindex DataFrame with a single column. 