PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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hierarchical forecast engine 'forecast' method does not predict future dates #63
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mgiangreco closed 7 years ago
import pyaf.HierarchicalForecastEngine as hautof
lEngine = hautof.cHierarchicalForecastEngine()
lEngine.mOptions.mHierarchicalCombinationMethod = ['OC'];
lEngine.train(weekly_df , 'purchased_at', 'Signal', 26, lHierarchy, None);
df_forecast = lEngine.forecast(iInputDS = weekly_df, iHorizon = 26);
Note that the dates of the forecasts are the same as the dates for the training set.