Structural Components#

LevelTrendComponent([order, ...])

Level and trend component of a structural time series model

AutoregressiveComponent([order, name])

Autoregressive timeseries component

TimeSeasonality(season_length[, ...])

Seasonal component, modeled in the time domain

FrequencySeasonality(season_length[, n, ...])

Seasonal component, modeled in the frequency domain


Measurement error term for a structural timeseries model

CycleComponent([name, cycle_length, ...])

A component for modeling longer-term cyclical effects