NSSDNResult.predict

NSSDNResult.predict(endog, *, exog=None, time=None)

One-step conditional predictions over a sample.

Runs the trained network from its learned initial state under teacher forcing and returns, for each endog[i + 1], the emission built from the realized values the alignment allows: through endog[i] under both alignments, which under the filtered one is the emission at i. The published holdout protocol is res.predict(np.concatenate([train, holdout]))[-len(holdout):].

Parameters:

• endog (ArrayLike) – The series, at least two observations.

• exog (ArrayLike | None) – Covariates aligned with endog; required when the fit used them.

• time (ArrayLike | None) – Grid for endog; defaults to the integers.

Return type:

NDArray[double]

Returns:

(len(endog) - 1,) predictions on the original scale, aligned with endog[1:].