capability__insample#

capability__insample()[source]#

Capability: the forecaster can make in-sample predictions.

String name: "capability:insample"
Public capability tag
Values: boolean, True / False
Example: True
Default: False

If the tag is True, the forecaster can make in-sample predictions, i.e., predict the target series for time points that are part of the training set.

In-sample predictions are useful for model evaluation, and for making predictions for the training set itself.

Mechanically, in-sample predictions are made by calling the predict method and specifying a forecasting horizon fh such that at least one index is queried that is equal or earlier to the latest index in the training set, i.e., any data previously passed in fit or update.

If the tag is False, the forecaster cannot make in-sample predictions, and will raise an error if an in-sample prediction is attempted.