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Forecasting

Multi-step-ahead predictions with uncertainty quantification and batch processing. Forecasts can be initialized from either the filtered or smoothed terminal state:

  • From filtered state (forecast_from_filter): uses observations up to time T only
  • From smoothed state (forecast_from_smoother): uses the full dataset for a more refined starting point

The high-level forecast function is called internally by :meth:`DLM.forecast() <dynaris.dlm.api.DLM.forecast>`.

.. autofunction:: dynaris.forecast.forecast.forecast


.. autofunction:: dynaris.forecast.forecast.forecast_from_filter


.. autofunction:: dynaris.forecast.forecast.forecast_from_smoother


.. autofunction:: dynaris.forecast.forecast.confidence_bands


.. autofunction:: dynaris.forecast.forecast.forecast_batch


.. autofunction:: dynaris.forecast.forecast.fit_batch


.. autoclass:: dynaris.forecast.forecast.ForecastResult
   :members:
   :no-index: