NSSDNAlignment

cultivars.experimental.spectral.NSSDNAlignment = Alignment

Alias of Literal['filtered', 'predicted'].

What the emission at step t conditions on, and therefore what it is.

"filtered" is the IEEE-ORSS run: the transition at t consumes y_t and the emission is scored against y_t, so the decomposition at t is a filtered reading of the observed series given information through t (the sense in which an empirical mode decomposition or a Kalman filtered state is “of” the data). The one-step forecast of y_{t+1} under this alignment is the emission at t, which is the published holdout protocol. "predicted" shifts the input: the transition at t consumes y_{t-1} and the emission is scored against y_t, so every path is a one-step-ahead prediction and the network is trained as a forecaster.