Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.
https://nixtlaverse.nixtla.io/mlforecast
Apache License 2.0
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[Forecast] support predicting only a subset of the training series #180

Closed jmoralez closed 1 year ago

jmoralez commented 1 year ago

Description

Right now MLForecast.predict generates predictions for all series that were seen during training. It would be useful to have it compute forecasts for only a subset of the series.

Use case

This can be desirable in a serving setting where forecasts are requested but only for a single or a few series. Also interactive use cases as described in https://github.com/Nixtla/mlforecast/discussions/165#discussioncomment-6591529