NaiveVariance

Compute the prediction variance based on a naive strategy.

Quickstart

from sktime.forecasting.naive import NaiveVariance

estimator = NaiveVariance(forecaster, initial_window=1, verbose=False)

Parameters(3)

forecasterestimator

Estimator to which probabilistic forecasts are being added

initial_windowint, optional, default=1

number of minimum initial indices to use for fitting when computing residuals

verbosebool, optional, default=False

whether to print warnings if windows with too few data points occur

Examples

>>> from sktime.datasets import load_airline
>>> from sktime.forecasting.naive import NaiveForecaster, NaiveVariance
>>> y = load_airline ()
>>> forecaster = NaiveForecaster (strategy = "drift")
>>> variance_forecaster = NaiveVariance (forecaster)
>>> variance_forecaster. fit (y) NaiveVariance(
... )
>>> var_pred = variance_forecaster. predict_var (fh = [1, 2, 3 ])