forecast.tft_result: Generate forecasts for TFT models

In mlverse/tft: Implementation of Temporal Fusion Transformer

Generate forecasts for TFT models

Description

forecast can only be used if the model object doesn't include known predictors that must exist in the data. It's fine if a recipe passed to tft_dataset_spec() computes known predictors though.

Usage

## S3 method for class 'tft_result'
forecast(object, horizon = NULL, past_data = NULL)

Arguments

object	The tft_result object that will be used to create predictions.
horizon	Number of time steps ahead to generate predictions.
past_data	If NULL then the data the model was trained on is used. Predictions are made for the period right after past_data.

mlverse/tft documentation built on June 19, 2022, 4:31 a.m.