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Implement in-sample predictions in `BATS`/`TBATS` without exceptions

Open Mr-Geekman opened this issue 2 years ago • 0 comments

🚀 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

  1. Make sure current tests pass.
  2. Pay attention to tests in test_inference, after making in-sample possible without the exception we should probably move BATS/TBATS to a new test case.

Additional context

This task waits for #800 to finish.

Mr-Geekman avatar Jul 15 '22 10:07 Mr-Geekman