pyhctsa.operations.model_fit.loop_local_simple¶

pyhctsa.operations.model_fit.loop_local_simple(y, forecast_meth='mean')¶

How simple local forecasting depends on window length.

Analyzes the outputs of local_simple for a range of local window lengths, l. Loops over the length of the data to use for local_simple prediction.

Parameters:¶

y : array-like¶

The input time series

forecast_meth : str, optional¶

The prediction method:

• ’mean’: local mean prediction

• ’median’: local median prediction

Default is ‘mean’

Returns:¶

Dictionary containing statistics about how forecasting performance varies with window length.

Return type:¶

dict