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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!
c

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
predict_rolled
function. Another user had the same question and we discussed how to do it an a thread, I will tag you.