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Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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[FEAT] Sliding predictions for an arbitrary DF #940

Open howarth opened 3 months ago

howarth commented 3 months ago

I want to be able to run something similar to predict_insample but with an arbitrary df instead of the training data. I didn't see anywhere else where I could run sliding window predictions. I moved the bulk of predict_insample to _predict_sliding and then I have predict_insample call _predict_sliding. Similarly, predict_sliding(df, ..) calls _predict_sliding

This is not complete, I don't think it will work with exogenous variables, and it definitely will not work with static variables. I will figure that out. I wanted to first get feedback on if anything I'm doing here is incorrect.

I think this is the type of predictions we will want to do for many of the medical projects at Auton

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Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.

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elephaint commented 2 months ago

Thanks for submitting a PR!

What is the use case for this?