functional.predict()

Register the observation/forecast sites for the model.

Usage

Source

functional.predict(
    h,
    noise_dist,
    prediction,
)

noise_dist is a zero-centered observation noise distribution and prediction the deterministic mean over the full horizon. While training the residual is observed; while forecasting the in-sample prefix is observed and the forecast suffix is sampled and exposed as the "forecast" deterministic site.

Parameters

h: Horizon

The horizon for the current model call (see Horizon).

noise_dist: dist.Distribution

Zero-centered observation noise (e.g. Normal(0, sigma)).

prediction: Array

Deterministic mean with time at axis -2, shape (*batch, duration, obs).

Raises

RuntimeError

If forecasting (future > 0) but no observed data is available.