pastas.noisemodels.ArNoiseModel.get_correction#
- ArNoiseModel.get_correction(res, p, tindex)[source]#
Get the correction for a forecast using the noise model.
- Parameters
res (Series) – The residual series.
p (ArrayLike) – The parameters of the noise model.
tindex (DatetimeIndex) – The index of the forecast.
- Returns
The correction to the forecast.
- Return type
Series
Notes
The correction is calculated as:
\[correction = \exp(-\Delta t / \alpha) * last_residual\]where \(\Delta t\) is the time difference between the last observation and the forecast, and \(\alpha\) is the noise parameter.