Plot the curve for learning of an lgbm forecaster about skforecast HOT 4 CLOSED

Hi @DariusMargineanNicolae
I am not sure if I undertood the issue. Do you mean you would like calculate predictions on the training data set?

from skforecast.

Hi @DariusMargineanNicolae

I am not sure if I undertood the issue. Do you mean you would like calculate predictions on the training data set?

Hello @JoaquinAmatRodrigo . Thanks for your reply. Basically yes, I want to view the predictions on the training data set also and then plot them along with the actual data to see how the model behave during training.

from skforecast.

The following steps should work:

1. Train the forecaster as you are doing.
2. Set arguments initial_train_size=None and refit=False to perform backtesting using the already trained forecaster.

Two observations:

• It is important that, during the backtesting you use the same steps as in the training, other your backtesting would be too optimistc.
• The first 4 observations are not predicted since they are needed to create the lags used as predictors.

You can find an example here: https://joaquinamatrodrigo.github.io/skforecast/0.4.3/notebooks/backtesting.html#predict-using-backtesting_forecaster

from skforecast.

It worked. Thanks a lot for your time! I will close the issue now.

The following steps should work:

1. Train the forecaster as you are doing.
2. Set arguments initial_train_size=None and refit=False to perform backtesting using the already trained forecaster.

Two observations:

• It is important that, during the backtesting you use the same steps as in the training, other your backtesting would be too optimistc.
• The first 4 observations are not predicted since they are needed to create the lags used as predictors.

You can find an example here: https://joaquinamatrodrigo.github.io/skforecast/0.4.3/notebooks/backtesting.html#predict-using-backtesting_forecaster

from skforecast.