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Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.
https://nixtlaverse.nixtla.io/mlforecast
Apache License 2.0
789 stars 74 forks source link

get performance on training set #320

Closed kkckk1110 closed 3 months ago

kkckk1110 commented 4 months ago

Description

Hello, I have followed the instructions to compute the prediction performance on the validation dataset. I wonder how I can get the performance on the training set using Mlforcast?

Use case

No response

jmoralez commented 4 months ago

Hey @kkckk1110, thanks for using mlforecast. You can run fit setting fitted=True and then use the forecast_fitted_values method.

github-actions[bot] commented 3 months ago

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