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Adds support for passing initial value to transform

Open tingiskhan opened this issue 4 months ago • 0 comments

Changes made

Added support for passing a parameter called initial_value to RecursiveLinearTransform to facilitate forecasting when using the transform for latent variables.

Links to related PRs

#2037

Tests

I added one test case to the "general" part, and parameterized test_batched_recursive_linear_transform for testing arbitrary initial values.

Dependencies

No new dependencies introduced.

tingiskhan avatar Jun 15 '25 10:06 tingiskhan