commonpower.data_forecasting.base.Forecaster

class Forecaster(frequency: timedelta = datetime.timedelta(seconds=3600), horizon: timedelta = datetime.timedelta(days=1), look_back: timedelta = datetime.timedelta(0))

Bases: object

Forecaster.

Parameters:

• frequency (timedelta, optional) – Frequency of generated forecasts. Defaults to timedelta(hours=1).

• horizon (timedelta, optional) – Horizon to generate forecasts for. Defaults to timedelta(hours=24).

• look_back (timedelta, optional) – Amount of time to look into the past for forecast generation. Defaults to timedelta().

Methods

Attributes

input_range	Returns the min and max timedelta of observations which are required for the prediction.
is_uncertain

__call__(data: ndarray) → ndarray

Returns the forecast based on this data.

Parameters:

data (np.ndarray) – Data to use for the forecast.

Returns:

np.ndarray – Forecast of shape (n_horizon, n_vars)

property input_range: tuple[timedelta]

Returns the min and max timedelta of observations which are required for the prediction. To indicate a timestamp before the current time, the timedelta must be negative. The default is (-self.look_back, 0).

Returns:

tuple[timedelta] – (td before, td after)