About fh format

[sniafas]

Hi everyone,
I would like to ask about something that confused me, about the proper futurehorizon (fh) data format when performing .predict.

The docstring clearly suggests for int, list, np.array or ForecastingHorizon.
What is the intuition behind this implementation to support multiple data formats.

Bonus: what an exogeneous data refers to and how it contributes in forecasting estimation

[fkiraly]

What is the intuition behind this implementation to support multiple data formats.

from a design perspective, the fh should be ForecastingHorizon, it contains the full information to specify where you want to forecast.

ForecastingHorizon coerces iterables such a list, np.array, so allowing the users to input the latter makes specification statements easier to write and easier to read.

Further, int is a bracket-less version of a single-element list, this is a convenience choice.

what an exogeneous data refers to and how it contributes in forecasting estimation

this is synonymous with "external regressors" (a term we avoid due to possibility of confusion with supervised regression) or "predictor variables"

for an explanation, see Hyndman's nice book which uses that last terminology
https://otexts.com/fpp3/data-methods.html