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[FEAT] Sliding predictions for an arbitrary DF #940

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@howarth howarth commented Mar 26, 2024

I want to be able to run something similar to predict_insample but with an arbitrary df instead of the training data. I didn't see anywhere else where I could run sliding window predictions. I moved the bulk of predict_insample to _predict_sliding and then I have predict_insample call _predict_sliding. Similarly, predict_sliding(df, ..) calls _predict_sliding

This is not complete, I don't think it will work with exogenous variables, and it definitely will not work with static variables. I will figure that out. I wanted to first get feedback on if anything I'm doing here is incorrect.

I think this is the type of predictions we will want to do for many of the medical projects at Auton

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Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.


Dan Howarth seems not to be a GitHub user. You need a GitHub account to be able to sign the CLA. If you have already a GitHub account, please add the email address used for this commit to your account.
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elephaint commented Apr 22, 2024

Thanks for submitting a PR!

What is the use case for this?

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3 participants