David Gold

02/21/2023, 4:43 PM
sorry if this has already been asked but is there a way to extract the entire test set feature matrix, including features added (such as rolling/lagged) when instantiating an MLForecast object? the preprocess method does this for the training set but I want to recover my test set with the aforementioned features added without having to do the calculations for my test from scratch. When I do
test_sample = model.preprocess(test, id_col='my_id', time_col='ds', target_col='y', static_features=[])
, I only recover the last sample of the test set feature matrix. TIA.