You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
I trained a DeepVAR estimator with prediction length = 24 and it is unclear to me how does one predict in autoregressive manner.
I used the following code to make predictions for my multivariate ds_test hourly dataset:
forecast_it, ts_it = make_evaluation_predictions(
dataset=ds_test, # test dataset
predictor=predictor, # predictor
num_samples=100, # number of sample paths we want for evaluation
)
however this seems to only make predictions for the last 24 hours of ds_test. I basically want to
make predictions for all rows in ds_test. In fact, I am mostly interested in one-step ahead predictions but in autoregressive manner where I only predict the next point while using known previous points.
reacted with thumbs up emoji reacted with thumbs down emoji reacted with laugh emoji reacted with hooray emoji reacted with confused emoji reacted with heart emoji reacted with rocket emoji reacted with eyes emoji
-
I trained a DeepVAR estimator with
prediction length = 24
and it is unclear to me how does one predict in autoregressive manner.I used the following code to make predictions for my multivariate ds_test hourly dataset:
however this seems to only make predictions for the last 24 hours of
ds_test
. I basically want tomake predictions for all rows in
ds_test
. In fact, I am mostly interested in one-step ahead predictions but in autoregressive manner where I only predict the next point while using known previous points.Beta Was this translation helpful? Give feedback.
All reactions