tsbootstrap

User guide

  • Quickstart
    • Installation
    • Basic usage
    • Choosing a method
    • Inputs
    • Reproducibility
    • sktime ecosystem
  • Method specifications
    • Observation-resampling methods
      • IID
      • MovingBlock
      • CircularBlock
      • StationaryBlock
      • NonOverlappingBlock
      • TaperedBlock
    • Model-based methods
      • ResidualBootstrap
      • SieveAR
    • Deferred methods
  • Results
    • BootstrapResult
      • Accessing samples
      • Out-of-bag / in-bag primitives
    • BootstrapSample
    • BootstrapRunMetadata
      • Handling failed runs
  • Diagnostics
    • The Diagnosis object
    • Interpretation
    • Example workflow
  • sktime / skbase adapters
    • Installation
    • Using an adapter
    • Available adapters
      • Block method adapters
      • Model method adapters
    • Validating with sktime
    • Relationship to the functional API

API reference

  • bootstrap()
    • bootstrap()
  • Method specifications (tsbootstrap.methods)
    • BaseMethodSpec
      • BaseMethodSpec.model_config
    • IID
      • IID.model_config
    • MovingBlock
      • MovingBlock.model_config
    • CircularBlock
      • CircularBlock.model_config
    • StationaryBlock
      • StationaryBlock.model_config
    • NonOverlappingBlock
      • NonOverlappingBlock.model_config
    • TaperedBlock
      • TaperedBlock.model_config
    • AR
      • AR.model_config
    • ARIMA
      • ARIMA.model_config
    • VAR
      • VAR.model_config
    • ResidualBootstrap
      • ResidualBootstrap.model_config
    • SieveAR
      • SieveAR.model_config
    • OBSERVATION_RESAMPLING
  • Results (tsbootstrap.results)
    • BootstrapRunMetadata
    • BootstrapSample
      • BootstrapSample.values
      • BootstrapSample.sample_id
      • BootstrapSample.indices
      • BootstrapSample.metadata
    • BootstrapResult
      • BootstrapResult.iter_samples()
      • BootstrapResult.values()
      • BootstrapResult.indices()
      • BootstrapResult.inbag_counts()
      • BootstrapResult.get_oob_mask()
    • ReducedResult
      • ReducedResult.failed
      • ReducedResult.failure_reason
      • ReducedResult.quantile()
  • Diagnostics (tsbootstrap.diagnostics)
    • Diagnosis
    • diagnose()
  • sktime adapters (tsbootstrap.adapters)
    • BaseTimeSeriesBootstrap
      • BaseTimeSeriesBootstrap.bootstrap()
      • BaseTimeSeriesBootstrap.get_n_bootstraps()
      • BaseTimeSeriesBootstrap.get_test_params()
    • IIDBootstrap
      • IIDBootstrap.get_test_params()
    • MovingBlockBootstrap
      • MovingBlockBootstrap.get_test_params()
    • CircularBlockBootstrap
      • CircularBlockBootstrap.get_test_params()
    • StationaryBlockBootstrap
      • StationaryBlockBootstrap.get_test_params()
    • NonOverlappingBlockBootstrap
      • NonOverlappingBlockBootstrap.get_test_params()
    • TaperedBlockBootstrap
      • TaperedBlockBootstrap.get_test_params()
    • ARResidualBootstrap
      • ARResidualBootstrap.get_test_params()
    • ARIMAResidualBootstrap
      • ARIMAResidualBootstrap.get_test_params()
    • VARResidualBootstrap
      • VARResidualBootstrap.get_test_params()
    • SieveBootstrap
      • SieveBootstrap.get_test_params()
    • BaseTimeSeriesBootstrap
      • BaseTimeSeriesBootstrap.bootstrap()
      • BaseTimeSeriesBootstrap.get_n_bootstraps()
      • BaseTimeSeriesBootstrap.get_test_params()
    • IIDBootstrap
      • IIDBootstrap.get_test_params()
    • MovingBlockBootstrap
      • MovingBlockBootstrap.get_test_params()
    • CircularBlockBootstrap
      • CircularBlockBootstrap.get_test_params()
    • StationaryBlockBootstrap
      • StationaryBlockBootstrap.get_test_params()
    • NonOverlappingBlockBootstrap
      • NonOverlappingBlockBootstrap.get_test_params()
    • TaperedBlockBootstrap
      • TaperedBlockBootstrap.get_test_params()
    • ARResidualBootstrap
      • ARResidualBootstrap.get_test_params()
    • ARIMAResidualBootstrap
      • ARIMAResidualBootstrap.get_test_params()
    • VARResidualBootstrap
      • VARResidualBootstrap.get_test_params()
    • SieveBootstrap
      • SieveBootstrap.get_test_params()
  • Errors and warnings (tsbootstrap.errors)
    • Codes
    • TSBootstrapError
    • InputDataError
    • MethodConfigError
    • ModelStabilityError
    • BackendError
    • OOBUnavailableError
    • RNGContractError
    • TSBootstrapWarning
    • NearUnitRootWarning
    • DegenerateBlockBootstrapWarning
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