Mark Aron Szulyovszky
03/23/2023, 3:59 PMinsample_size
when calling predict_rolled to get in_sample predictions?insample_size
? it looks like I get widely different return values than the number I pass in. I’d expect insample_size=100 to return 100 in_sample predictions, which looks like is the case, but 110 returns 1100, which seems to be really weird.Cristian (Nixtla)
03/24/2023, 7:19 PMpredict_rolled
its a wrapper of the cross_validation
method, where models are not trained. In principle, the model's parameters should not change after using this function.predict_rolled
function is to forecast multiple windows. You can use this function to forecast any fixed number of n_windows
or subset of your dataset Y_df
. The insample_size
in this case is equivalent to the test_size
of the cross_validation
method. Anything before the insample_size
is discarded (except for the last input_size
window used as inputs for the first forecast).insample_size
to 900, you will have all the forecasts starting at the 100th timestamp. Also consider adjusting the step_size
, the default is 1, so it will produce forecasts of size h
at every timestamp.Mark Aron Szulyovszky
03/25/2023, 1:32 PMCristian (Nixtla)
03/27/2023, 3:05 PM