croston model for intermittent time series
Project description
croston
A python package to forecast intermittent time series using croston's method
example:
import numpy as np
import random
from croston import croston
import matplotlib.pyplot as plt
a = np.zeros(50)
val = np.array(random.sample(range(100,200), 10))
idxs = random.sample(range(50), 10)
ts = np.insert(a, idxs, val)
fit_pred = croston.fit_croston(ts, 10,'original')
yhat = np.concatenate([fit_pred['croston_fittedvalues'], fit_pred['croston_forecast']])
plt.plot(ts)
plt.plot(yhat)
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