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#neural-forecast
Title
# neural-forecast
v

Vishwa Brungi

01/31/2023, 4:32 PM
Hi, can someone help me on saving/viewing the predictions on the historical dataset? Whenever I use
.predict()
, it's forecasting into the future. I also want to look at the historical predictions of the model.
c

Cristian (Nixtla)

01/31/2023, 8:45 PM
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.
v

Vishwa Brungi

02/01/2023, 3:57 AM
Thanks for the reply, @Cristian (Nixtla). Is there any ETA on the
predict_in_sample
method?
c

Cristian (Nixtla)

02/01/2023, 2:47 PM
We should have it in our main branch by Friday
v

Vishwa Brungi

02/01/2023, 3:49 PM
Thanks, @Cristian (Nixtla)!
Hi @Cristian (Nixtla), can you let me know once this function is pushed to the main branch?
c

Cristian (Nixtla)

02/03/2023, 11:30 PM
We are pushing a new function
predict_rolled
. With this function you can predict many past windows, and the function will not fit models.
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