Comments (1)
Buenas Gabriel,
Aquí es importante diferenciar entre las 2 estrategias de forecasting de las que disponemos, recursiva y directa.
Para la recursiva se debe tener en cuenta que las predicciones siempre están basadas en la anterior, es decir, para predecir el punto t+2 necesito el t+1. Por lo que el concepto de gap en realidad significa ignorar esas predicciones. En el backtesting es necesario automatizar este comportamiento con el argumento gap
, pero a la hora de predecir, si quieres hacer una predicción digamos de 2 gap + 5 steps necesitarás llamar al método predict
e indicar 7 steps para quedarte solo con los 5 últimos valores.
Por otro lado, en la directa se genera un modelo para cada uno de los steps
y, después de realizar el fit, le puedes pasar al método predict una lista para predecir solo los steps que necesitas. En el ejemplo anterior serían los steps [3, 4, 5, 6, 7]
. De esta manera, el método predict
solo devolverá los valores de esos steps generando un gap en las predicciones.
Espero que esto te ayude a entenderlo un poco mejor!
from skforecast.
Related Issues (20)
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from skforecast.