BayesianBasisExpansionTimeSeries.predict#

BayesianBasisExpansionTimeSeries.predict(X, coords=None, out_of_sample=False, var_names=None, **kwargs)[source]#

Predict data given input X.

Parameters:

  • X (DataArray) – Input features with dims [“obs_ind”, “coeffs”]. Must have datetime coordinates on obs_ind.

  • coords (dict[str, Any] | None) – Not used, kept for API compatibility.

  • out_of_sample (bool | None) – Not used, kept for API compatibility.

  • var_names (list[str] | tuple[str, ...] | None) – Posterior predictive variables to sample. Defaults to ("y_hat", "mu").

  • **kwargs (Any) – Reserved for forward-compatibility; not consumed by this implementation.

Returns:

Posterior predictive samples.

Return type:

az.InferenceData