Skip to content

Conversation

@JLiekenbrock
Copy link

@JLiekenbrock JLiekenbrock commented Jul 11, 2025

Description

In this PR MLForecast Core is updated so that using predict with direct approach will correctly use the future external regressors.

Checklist:

  • This PR has a meaningful title and a clear description.
  • The tests pass
  • All linting tasks pass.
  • The notebooks are clean.
image

The linting tasks fail, but not because of things i have changed

@JLiekenbrock JLiekenbrock requested a review from jmoralez as a code owner July 11, 2025 14:24
@CLAassistant
Copy link

CLAassistant commented Jul 11, 2025

CLA assistant check
Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.
You have signed the CLA already but the status is still pending? Let us recheck it.

@jmoralez
Copy link
Contributor

Thanks, but the fit part is also using the exogenous at the first step, so that has to be fixed first.

@JLiekenbrock
Copy link
Author

JLiekenbrock commented Jul 11, 2025

For the fit part i find it most straight forward to just add another branch to the fit method
and move the loop from fit_models one level up and just shift the exogenous regressors there.
One could also consider to add X_df as parameter to the fit function but X_df is anyways already in the data.

The fitted branch is not updated yet, When moving the loop over the models outside of the _compute_fitted_values then cross_validation would need to be updated too.

@codspeed-hq
Copy link

codspeed-hq bot commented Jul 14, 2025

CodSpeed Performance Report

Merging #504 will not alter performance

Comparing JLiekenbrock:bug_-core]-Direct-Forecasts-Incorrect-Treatment-of-Exogenous-Variables-bug (258433f) with main (f674b45)

🎉 Hooray! pytest-codspeed just leveled up to 4.0.0!

A heads-up, this is a breaking change and it might affect your current performance baseline a bit. But here's the exciting part - it's packed with new, cool features and promises improved result stability 🥳!
Curious about what's new? Visit our releases page to delve into all the awesome details about this new version.

Summary

✅ 12 untouched benchmarks

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

3 participants