pymgrid.forecast.GaussianNoiseForecaster#

class pymgrid.forecast.GaussianNoiseForecaster(noise_std, observation_space, forecast_shape, time_series=None, increase_uncertainty=False, relative_noise=False)[source]#

Forecaster that adds Gaussian noise to true future values.

Methods

full_pad(shape, forecast_horizon)

Attributes

noise_std

observation_space

increase_uncertainty

Whether uncertainty should increase for points farther in the future.

relative_noise

Whether the Gaussian noise should be relative to the scale of the time series.