forecast.tft_result: Generate forecasts for TFT models
In mlverse/tft: Implementation of Temporal Fusion Transformer

forecast.tft_result

R Documentation

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`.