sktime/sktime
在 GitHub 查看[ENH] Add in-sample prediction capacities for `DynamicFactor` model
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#8,217 创建于 2025年4月23日
enhancementfeature requestgood first issuemodule:forecasting
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描述
Is your feature request related to a problem? Please describe.
In-sample prediction capacities for the DynamicFactor model.
In-sample prediction or nowcasting is an essential functionality of the Dynamic Factor model. The new
Describe the solution you'd like The new feature should allow sktime DynamicFactor module to make in-sample prediction/nowcasting. This will involve editing the predict function in the dynamic_factory.py module.