SAM doesn't allow to use lagged features of the target, but also have predict_ahead==0. This was by design to prevent leaking data, however there could be a usecase where you only want lagged features of the target (not the target itself). This is however hard to check, but could be a nice addition.
SAM doesn't allow to use lagged features of the target, but also have
predict_ahead==0. This was by design to prevent leaking data, however there could be a usecase where you only want lagged features of the target (not the target itself). This is however hard to check, but could be a nice addition.