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Nixtla / nixtla

TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.
https://docs.nixtla.io
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Query on forecast #379

Open Mohan16071996 opened 1 month ago

Mohan16071996 commented 1 month ago

fcst_df = nixtla_client.forecast(train, h=7, freq = 'B' , time_col = 'ds', target_col='Close', add_history=False,level=[80, 90])

If my training data has late date as of date : 2024-04-18

as I have given the add_history as false, I will get the fcst_df as this:

ds | TimeGPT | TimeGPT-lo-90 | TimeGPT-lo-80 | TimeGPT-hi-80 | TimeGPT-hi-90

2024-04-19 | 168.687851 | 165.588795 | 166.693799 | 170.681903 | 171.786906 2024-04-22 | 169.127777 | 162.418342 | 163.446799 | 174.808755 | 175.837212 2024-04-23 | 169.353394 | 160.870766 | 162.072232 | 176.634555 | 177.836021 2024-04-24 | 169.278168 | 159.715937 | 163.565688 | 174.990648 | 178.840398 2024-04-25 | 169.264404 | 162.180334 | 163.522729 | 175.006079 | 176.348475 2024-04-26 | 169.216583 | 161.188441 | 162.522191 | 175.910976 | 177.244725 2024-04-29 | 169.127563 | 159.865936 | 160.671568 | 177.583559 | 178.389191

Now, this is the predicted value for those dates? Or forecasted values for 7 business days later from what is in the ds column in the fcst_df? I mean, value of 2024-04-19 is 168.687851 or predicted value for 7 business days later from 2024-04-19 is 168.687851?

Mohan16071996 commented 1 month ago

can someone please update quickly on this request?