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[FEAT] Predict insample #528

Merged
merged 14 commits into from
Apr 20, 2023
Merged

[FEAT] Predict insample #528

merged 14 commits into from
Apr 20, 2023

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cchallu
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@cchallu cchallu commented Apr 18, 2023

  • Added predict_insample method to core. Will return historic forecasts for the complete training set (defined first with fit or cross_validation). The function will automatically trim the test set in the dataset.
  • Added SAMPLING_TYPE class attribute to each model.
  • Added docstring to base classes.
  • Added trim_dataset static method to TimeSeriesDataset.

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@AzulGarza AzulGarza left a comment

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Nice feature! I left a couple of non-blocking comments. LGTM :)

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@cchallu cchallu merged commit 95e601e into main Apr 20, 2023
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@cchallu cchallu deleted the predict_insample2 branch April 20, 2023 11:58
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@cchallu @FedericoGarza @kdgutier
Can this fix Nixtla/hierarchicalforecast#179 ?

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4 participants