capability__pred_int__insample#

capability__pred_int__insample()[source]#

Capability: the forecaster can make in-sample probabilistic forecasts.

Only relevant if the capability:pred_int tag is True, i.e., the forecaster can make probabilistic forecasts.

  • String name: "capability:pred_int:insample"

  • Public capability tag

  • Values: boolean, True / False

  • Example: False

  • Default: True

If the tag is True, the forecaster can make its probabilistic forecasts in-sample, i.e., predict_interval, predict_quantiles, predict_var, or predict_proba can be called with a forecasting horizon fh that includes in-sample indices, i.e., indices that are not later than the latest index in the training set.

If the tag capability:pred_int is False, then the tag capability:pred_int:insample is irrelevant, as the forecaster cannot make probabilistic forecasts at all. In such a case, the tag capability:pred_int:insample should be ignored.

If the tag capability:pred_int is True, and is the tag capability:pred_int:insample is False, the forecaster can make probabilistic forecasts that are out-of-sample, but cannot make in-sample probabilistic forecasts, and will raise an error if an in-sample probabilistic forecast is attempted.