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 isTrue
, 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
, orpredict_proba
can be called with a forecasting horizonfh
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
isFalse
, then the tagcapability:pred_int:insample
is irrelevant, as the forecaster cannot make probabilistic forecasts at all. In such a case, the tagcapability:pred_int:insample
should be ignored.If the tag
capability:pred_int
isTrue
, and is the tagcapability:pred_int:insample
isFalse
, 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.