models.SSOEResult

The means and sampled future values produced by ssoe().

Usage

Source

models.SSOEResult(
    mu,
    mu_future,
    y_future,
)

Attributes

mu: Float[Array, " *batch t_obs obs"]

In-sample one-step-ahead means, shape (*batch, t_obs, obs): the predictor the caller writes its likelihood against.

mu_future: Float[Array, " *batch future obs"]

Forecast-horizon one-step-ahead means, shape (*batch, future, obs) (a size-0 time axis while training).

y_future: Float[Array, " *batch future obs"]

Sampled future values mu_future + eps, shape (*batch, future, obs) (a size-0 time axis while training); the caller registers them as the "forecast" deterministic when h.future > 0.