gluonts.model.trivial.identity module

class gluonts.model.trivial.identity.IdentityPredictor(prediction_length: int, freq: str, num_samples: int)[source]

Bases: gluonts.model.predictor.RepresentablePredictor

A Predictor that uses the last prediction_length observations to predict the future.

Parameters

  • prediction_length – Prediction horizon.

  • freq – Frequency of the predicted data.

  • num_samples – Number of samples to include in the forecasts. Not that the samples produced by this predictor will all be identical.

predict_item(item: Dict[str, Any]) → gluonts.model.forecast.Forecast[source]