Asterios Tsiourvas

04/04/2023, 3:21 PM
Hi everyone, I’m wondering if there’s a way to obtain in-sample predictions on the training set for a neural forecaster, similar to the forecast_fitted_values() function. Can anyone suggest a method to replicate this behavior? Thank you!

Cristian (Nixtla)

04/04/2023, 5:26 PM
Hi @Asterios Tsiourvas, we are currently working on creating this function. In the meantime you can use the
function. Another user had the same question and we discussed how to do it an a thread, I will tag you.