https://github.com/nixtla logo
š

Štěpán Müller

12/14/2022, 4:24 PM
Hello, I have a question about
statsforecast
. Does it take missing values into consideration? From what I have seen so far when testing it, it only seems to use the timestamps of entries for ordering them and not for anything else. At least the cross-validation and the predict method behave this way, I am not sure about the fit method. The cross-validation method seems to iterate over windows of constant size, regardless of how they are placed in time. And the forecast method just forecasts the next K days, regardless of the datetimes specified in the
X_df
argument.
2 Views