Read the panel as of one moment and attach every history the posterior needs.
The history reads take their minimum observations, winsorisation and bias filter from the same settings the posterior is applied under, so the two cannot disagree.
Parameters
Name
Type
Description
Default
estimates
pd.DataFrame
Long input panel.
required
as_of
pd.Timestamp
Explicit exclusive UTC reading moment.
required
forecast_source
str
The source blended alongside consensus.
required
settings
BayesianSettings
The settings the posterior will be applied under.
BAYESIAN_DEFAULTS
consensus_source
str
The source treated as consensus.
CONSENSUS_SOURCE
Returns
Name
Type
Description
pd.DataFrame
One row per subject with each source’s value and age, the growth prior, each source’s error variance and, when the bias applies, the consensus bias.