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Implement in-sample predictions in `BATS`/`TBATS` without exceptions
🚀 Feature Request
Currently we can't make in-sample predictions with BATS
/TBATS
, we are throwing exception because underlying library doesn't support it.
However, according to mathematical formulation this possibility exist and we can implement it.
Proposal
Add possibility to make in-sample predictions in BATS
/TBATS
models without errors.
Implementation from sktime can help (they use the same underlying library).
Test cases
- Make sure current tests pass.
- Pay attention to tests in
test_inference
, after making in-sample possible without the exception we should probably moveBATS
/TBATS
to a new test case.
Additional context
This task waits for #800 to finish.