diff --git a/dev/SklearnModelLags.drawio b/dev/SklearnModelLags.drawio index 0327897..2e0db84 100644 --- a/dev/SklearnModelLags.drawio +++ b/dev/SklearnModelLags.drawio @@ -1 +1 @@ -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 diff --git a/docs/_static/SklearnModelLags.svg b/docs/_static/SklearnModelLags.svg index 446f8fd..aa449a9 100644 --- a/docs/_static/SklearnModelLags.svg +++ b/docs/_static/SklearnModelLags.svg @@ -1,3 +1,3 @@ -
Train data: n = 100
Train data: n = 100

How SklearnModel lags in prediction work

How SklearnModel lags in prediction work
Sklearn Regressor, horzion = 4, lags = 3
Sklearn Regressor, horzion = 4, lags = 3
yt101
yt101
yt101 = alpha + X95 + X96 + X97 + error
yt101 = alpha + X95 + X96 + X97 + error
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X94
X94
...
...
X0
X0
X1
X1
X3
X3
yt102
yt102
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X94
X94
...
...
X0
X0
X1
X1
X3
X3
X101
X101
yt103
yt103
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X94
X94
...
...
X0
X0
X1
X1
X3
X3
X101
X101
X102
X102
yt104
yt104
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X94
X94
...
...
X0
X0
X1
X1
X3
X3
X101
X101
X102
X102
X103
X103
yt102 = alpha + X95 + X97 + X98 + error
yt102 = alpha + X95 + X97 + X98 + error
Viewer does not support full SVG 1.1
+
Train data: n = 100
Train data: n = 100

How SklearnModel lags in prediction work

How SklearnModel lags in prediction work
Sklearn Regressor, horzion = 4, lags = 3
Sklearn Regressor, horzion = 4, lags = 3
yt101
yt101
yt101 = alpha + X95 + X96 + X97 + error
yt101 = alpha + X95 + X96 + X97 + error
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X93
X93
...
...
X0
X0
X1
X1
X2
X2
yt102
yt102
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X93
X93
...
...
X0
X0
X1
X1
X2
X2
X101
X101
yt103
yt103
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X93
X93
...
...
X0
X0
X1
X1
X2
X2
X101
X101
X102
X102
yt104
yt104
X100
X100
X99
X99
X98
X98
X97
X97
X96
X96
X95
X95
X94
X94
X93
X93
...
...
X0
X0
X1
X1
X2
X2
X101
X101
X102
X102
X103
X103
yt102 = alpha + X96 + X97 + X98 + error
yt102 = alpha + X96 + X97 + X98 + error
Viewer does not support full SVG 1.1