models.SSOEResult

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

Usage

Source

models.SSOEResult()

A named tuple, hence a JAX pytree with three array leaves: it unpacks as mu, mu_future, y_future = ssoe(...) and passes through jax.tree.map, jax.jit and jax.vmap unchanged.

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.