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Hi @Vishwa Brungi! You are correct,

predict()

is designed to forecast future observations after the dataset. The closest method we have to predict past observations is the

cross_validation

method, designed to forecast multiple past windows. However, these windows are meant to be used as a validation set/test_set, so the model wont be trained on them. We are currently working on a

predict_in_sample

method to forecast historical data, after the model is trained. We will let you know when we finish it.

Thanks for the reply, @Cristian (Nixtla). Is there any ETA on the

predict_in_sample

method?

We should have it in our main branch by Friday

Thanks, @Cristian (Nixtla)!

We are pushing a new function

predict_rolled

. With this function you can predict many past windows, and the function will not fit models.