Trait MultivariateForecastModel

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pub trait MultivariateForecastModel: Send + Sync {
    // Required methods
    fn fit(
        &mut self,
        ctx: &MultiSeriesContext,
        target_idx: usize,
    ) -> Result<(), MultivariateError>;
    fn predict(
        &self,
        horizon: usize,
    ) -> Result<MultivariateForecastResult, MultivariateError>;
    fn supports_online_learning(&self) -> bool;
}

Expand description

Multivariate forecast model contract.

Required Methods§

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fn fit( &mut self, ctx: &MultiSeriesContext, target_idx: usize, ) -> Result<(), MultivariateError>

Fit the model.

ctx — aligned multi-series context.
target_idx — the series the caller wants forecast.

A model that forecasts the whole system — VarModel fits one equation per series — still records target_idx and still returns every series it fitted. It is recorded in MultivariateForecastResult::target so that target_forecast answers correctly whichever model produced the result. target_idx selects what the caller asked for; it does not promise to be the only row that comes back.

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