BayesianSettings

BayesianSettings()

The arguments that change the posterior.

Attributes

Name Type Description
model_config Pydantic configuration; frozen and closed to extra fields.
minimum_observations int Fewest error observations a track record needs before it yields a precision.
include_model bool Whether the forecaster’s own prediction enters the blend at all.
consensus_stdev_variance_multiplier float Scales the dispersion-based consensus variance.
consensus_count_exponent float | None Sharpens the dispersion-based consensus variance by the contributor count. None leaves it unsharpened.
consensus_bias_lambda float Fraction of the filtered consensus bias removed before blending. Zero leaves consensus unadjusted.
consensus_bias_process_noise float Process variance of the local-level filter that estimates consensus bias.
consensus_bias_measurement_noise float Measurement variance of that filter.
winsorize_fraction float | None Share of each tail clipped from historical growth and error inputs, each window on its own bounds. None clips nothing.
interval_width float The published interval’s coverage.
interval_df float | None Degrees of freedom of the Student-t interval. Omit all three shape parameters to use the calibration, which covers the dispersion-weighted profile at the calibrated bias lambda only.
interval_loc float | None Location of the Student-t interval.
interval_scale float | None Scale of the Student-t interval.
dispersion_weighted bool Whether consensus precision is tried from dispersion before falling back to its track record.
preset str | None Name of the preset these settings come from, kept when a preset is derived under a new version. None when built directly.
fitted_through date | None Last date the data behind any fitted value covered. None for chosen values. Filled from the calibration’s date when the interval comes from the calibration.
version str The identifier this settings object publishes under.