Apply restriction to forecasting, by default False
False
med
bool
Use median instead of mean to get point forecast, by default False
False
sv
bool
Use SV term in case of SV model, by default True
True
Returns
Name
Type
Description
dict
Density forecasting results - “forecast” (ndarray): Posterior mean of forecasting - “se” (ndarray): Standard error of forecasting - “lower” (ndarray): Lower quantile of forecasting - “upper” (ndarray): Upper quantile of forecasting - “lpl” (float): Average log-predictive likelihood
Apply restriction to forecasting, by default False
False
med
bool
Use median instead of mean to get point forecast, by default False
False
sv
bool
Use SV term in case of SV model, by default True
True
Returns
Name
Type
Description
dict
Density forecasting results - “forecast” (ndarray): Posterior mean of forecasting - “se” (ndarray): Standard error of forecasting - “lower” (ndarray): Lower quantile of forecasting - “upper” (ndarray): Upper quantile of forecasting
Apply restriction to forecasting, by default False
False
med
bool
Use median instead of mean to get point forecast, by default False
False
sv
bool
Use SV term in case of SV model, by default True
True
Returns
Name
Type
Description
dict
Density forecasting results - “forecast” (ndarray): Posterior mean of forecasting - “se” (ndarray): Standard error of forecasting - “lower” (ndarray): Lower quantile of forecasting - “upper” (ndarray): Upper quantile of forecasting - “lpl” (float): Average log-predictive likelihood