Closed shchur closed 11 months ago
Hey @shchur, thanks for using mlforecast. The keep_last_n
argument is for the predict step and it's meant to make it faster by recomputing the features only on the last n
observations of each serie. So in your example since the max lag you're using is 9, you only need 9 values of each serie to perform the updates (by default mlforecast keeps all history in order to accurately compute expanding statistics).
Please let us know if you have further doubts.
Thanks a lot for the quick response @jmoralez and also for maintaining this amazing library!
It seems that I misunderstood the purpose of this argument, closing the issue.
What happened + What you expected to happen
keep_last_n
argument toMLForecast.preprocess
method has no effect.keep_last_n
many rows are kept for each time series in the dataset. However, the output of thepreprocess
method is identical, regardless of whether I pass thekeep_last_n
argument.Versions / Dependencies
Reproduction script
Issue Severity
Medium: It is a significant difficulty but I can work around it.