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
), theX
parameter infit
,predict
, and other methods can be used to pass exogeneous data to the forecaster.If the
X-y-must-have-same-index
tag isTrue
, then such data must always have an index that contains that of the target series, i.e.,y
infit
, or the indices specified byfh
inpredict
.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.