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capability__exogenous

capability__exogenous

capability__exogenous()[source]

Capability: the forecaster can use exogenous data.

True = does use exogenous data, False = does not use exogenous data.

  • String name: "capability:exogenous"

  • Public capability tag

  • Values: boolean, True / False

  • Example: True

  • Default: False

Exogenous data are additional time series, that can be used to improve forecasting accuracy.

If the forecaster uses exogenous data (capability:exogenous=True), the X parameter in fit, predict, and other methods can be used to pass exogenous data to the forecaster.

If the X-y-must-have-same-index tag is True, then such data must always have an index that contains that of the target series, i.e., y in fit, or the indices specified by fh in predict.

If the tag is False, the forecaster does not make use of exogenous data. X parameters can still be passed to methods, to ensure a uniform interface, but the data will be ignored, i.e., not used in the internal logic of the forecaster.