kaixu yang
04/28/2023, 2:22 AMMarc
04/29/2023, 8:54 PMRachel Yee
05/04/2023, 12:09 AMTyler Blume
05/04/2023, 8:15 PMmarah othman
05/05/2023, 9:34 AMNasreddine D
05/07/2023, 3:48 PMHieu Tran
05/07/2023, 4:43 PMmarah othman
05/08/2023, 10:25 PMlevel
(list of floats): this optional parameter is used for probabilistic forecasting. Set the level (or confidence percentile) of your prediction interval. For example, level=[90] means that the model expects the real value to be inside that interval 90% of the timesmarah othman
05/09/2023, 10:56 AMFarzad E
05/09/2023, 1:34 PMmarah othman
05/09/2023, 2:14 PMY_hat_df = nf.cross_validation(df=Y_df, val_size=val_size,
test_size=test_size, n_windows=None)
in the librery said we can choose between the test size,val size or n-widows
so we are divide the data to two train and test right not to three train and test and validationIsaac
05/09/2023, 5:09 PMmarah othman
05/10/2023, 12:22 PMRachel Yee
05/10/2023, 2:08 PMIsaac
05/11/2023, 3:12 PMaggregate
adds leading, but do those zeros affect the statsforecast models? For instance if one TS started in January 2019 and other started in April 2019, the 2nd TS would have zeros added after using aggregate
, but do those zeros affect model performance?Rachel Yee
05/15/2023, 6:43 AMFarzad E
05/15/2023, 3:02 PMmarah othman
05/16/2023, 11:07 AMMehmet Can Yıldırım
05/16/2023, 12:21 PMRachel Yee
05/18/2023, 11:18 AMmarah othman
05/19/2023, 10:38 AMmarah othman
05/19/2023, 10:54 AMFarzad E
05/19/2023, 6:50 PMNaren Castellon
05/20/2023, 2:44 PMmarah othman
05/21/2023, 2:47 PMPietro Peterlongo
05/22/2023, 11:01 AMBrandon Jenkins
05/22/2023, 4:28 PMDihong Huang
05/23/2023, 1:01 AMChidi Nweke
05/23/2023, 8:53 AMy_t = y_t-1
but for y_t = t-t-n
? This is particularly important because we essentially have multiple tasks, forecasting say 1 week, 2 weeks, 3 weeks into the future and we assume that after the following week we will observe the next value. From what I understood from reading the docs in its entirety the forecast
method in Naive would not achieve this as it only looks at your training data.marah othman
05/23/2023, 11:53 AM