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We want to add predict method for models. It will be responsible for predictions with teacher forcing where autoregressive models will use true values as context for prediction.
Proposal
Rework adapters:
Add predict method to SeasonalMovingAverageModel
It should use true values for prediction of new value, not predicted values
If values aren't available, raise ValueError
Add predict method to DeadlineMovingAverageModel
Same as for previous item
Add predict method to _SARIMAXBaseAdapter
Method should use dynamic=False, but forecast should use dynamic=True during prediction
Test cases
Make sure current tests pass.
_SeasonalMovingAverageModel: check that predict works
_DeadlineMovingAverageModel: check that predict works
🚀 Feature Request
We want to add predict method for models. It will be responsible for predictions with teacher forcing where autoregressive models will use true values as context for prediction.
Proposal
Rework adapters:
predict
method toSeasonalMovingAverageModel
predict
method toDeadlineMovingAverageModel
predict
method to_SARIMAXBaseAdapter
dynamic=False
, butforecast
should usedynamic=True
during predictionTest cases
_SeasonalMovingAverageModel
: check thatpredict
works_DeadlineMovingAverageModel
: check thatpredict
works_SARIMAXBaseAdapter
check thatpredict
worksAdditional context
Blocked by #927.
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