capability__exogeneous#

capability__exogeneous()[source]#

Capability: the forecaster can use exogeneous data.

The tag is currently named ignores-exogeneous-X, and will be renamed.

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

String name: "ignores-exogeneous-X"
Public capability tag
Values: boolean, True / False
Example: True
Default: False
Alias: capability:exogeneous (currently not used)

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

If the forecaster uses exogeneous data (ignore-exogeneous-X=False), the X parmameter in fit, predict, and other methods can be used to pass exogeneous 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 exogeneous 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.