croston 0.1.2.2

croston model for intermittent time series

croston

A 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)

yhat = np.concatenate([fit_pred['croston_fittedvalues'], fit_pred['croston_forecast']])

plt.plot(ts) plt.plot(yhat)