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#general
Title
# general
k

Kevin Kho

11/09/2022, 5:58 PM
If I use fit predict interface on 100 timeseries, what are the saved weights if I pickle the StatsForecast object?
Is it averaged for all timeseries or just one?
f

fede (nixtla) (they/them)

11/09/2022, 7:01 PM
Hey @Kevin Kho! The
fit
method stores a
fitted_
attribute containing the fitted models for each time series. Each fitted model is different. For example, the naive model stores the last time series observation, while Arima stores other objects required for forecasting. Currently, we do not have the functionality to use a different time series for forecasting. The
predict
method only receives the horizon to forecast, so if the fitted model is saved, the forecasts produced by it will be the same each time
predict
is called. We are working on adding the functionality to use new data. For the moment, we recommend using the forecast method.
k

Kevin Kho

11/09/2022, 7:03 PM
Ah how does it work then for exogenous variables? What if
fit()
has one? How is it supplied to predict?
Ah I see, you just supply it also. Ok got it! Thanks!
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