Vishwa Brungi
01/31/2023, 4:32 PM.predict()
, it's forecasting into the future. I also want to look at the historical predictions of the model.Cristian (Nixtla)
01/31/2023, 8:45 PMpredict()
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.Vishwa Brungi
02/01/2023, 3:57 AMpredict_in_sample
method?Cristian (Nixtla)
02/01/2023, 2:47 PMVishwa Brungi
02/01/2023, 3:49 PMCristian (Nixtla)
02/03/2023, 11:30 PMpredict_rolled
. With this function you can predict many past windows, and the function will not fit models.