[FEAT] Sliding predictions for an arbitrary DF #940
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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 havepredict_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