How to set a cap and a floor to predictions (saturating forecasts) #1056
rayadrien
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Hi, I'm using NeuralProphet package for financial forecasting.
I'm trying to set a minimum value (floor) and a maximum value (cap) for my predictions, for example not to forecast negative values nor too large values.
I found this document about saturating forecasts in Prophet : https://facebook.github.io/prophet/docs/saturating_forecasts.html#forecasting-growth
But this method does not work with NeuralProphet. The logistic function for growth is not available and I get the following error when I create the ['cap'] and ['floor'] columns in my dataset :
ValueError: Unexpected column {name} in data
I can't find any information about this in the documentation of NeuralProphet.
Any idea of a proper way to do it ?
Thank you!
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