PredictionIntervalContextIgnorantModelMixin

class PredictionIntervalContextIgnorantModelMixin[source]

Bases: etna.models.mixins.ModelForecastingMixin

Mixin for models that support prediction intervals and don’t need context for prediction.

Inherited-members

Methods

forecast(ts[, prediction_interval, ...])

Make predictions.

predict(ts[, prediction_interval, ...])

Make predictions with using true values as autoregression context if possible (teacher forcing).
forecast(ts: etna.datasets.tsdataset.TSDataset, prediction_interval: bool = False, quantiles: Sequence[float] = (0.025, 0.975), return_components: bool = False) → etna.datasets.tsdataset.TSDataset[source]

Make predictions.

Parameters

  • ts (etna.datasets.tsdataset.TSDataset) – Dataset with features

  • prediction_interval (bool) – If True returns prediction interval for forecast

  • quantiles (Sequence[float]) – Levels of prediction distribution. By default 2.5% and 97.5% are taken to form a 95% prediction interval

  • return_components (bool) – If True additionally returns forecast components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset

predict(ts: etna.datasets.tsdataset.TSDataset, prediction_interval: bool = False, quantiles: Sequence[float] = (0.025, 0.975), return_components: bool = False) → etna.datasets.tsdataset.TSDataset[source]

Make predictions with using true values as autoregression context if possible (teacher forcing).

Parameters

  • ts (etna.datasets.tsdataset.TSDataset) – Dataset with features

  • prediction_interval (bool) – If True returns prediction interval for forecast

  • quantiles (Sequence[float]) – Levels of prediction distribution. By default 2.5% and 97.5% are taken to form a 95% prediction interval

  • return_components (bool) – If True additionally returns prediction components

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset