ModelCombinationSelection.forecast_paths

ModelCombinationSelection.forecast_paths(steps=8, *, n_draws=None, seed=None)

Draws from the mixture predictive, one model per draw.

Parameters:

• steps (int) – Horizons ahead.

• n_draws (int | None) – Mixed paths to return; default the largest number of paths any one model supplies.

• seed (int | Generator | None) – Seed or generator, used both for the models’ own predictive shocks and for the model selection.

Return type:

NDArray[double]

Returns:

(n_draws, steps, k).

Raises:

• DimensionError – If the models’ predictive paths disagree in horizon or dimension.

• SpecificationError – If steps or n_draws is not positive.