Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

add already existing forecasts param #1597

Merged
merged 16 commits into from
Mar 22, 2023
Merged

add already existing forecasts param #1597

Changes from 5 commits
Commits
Show all changes
16 commits
Select commit Hold shift + click to select a range
1f75f44
add already existing forecasts param
JanFidor Feb 24, 2023
9cdc210
add historical_forecasts param to docs
JanFidor Mar 3, 2023
5331d69
fix python typing and introduced bug
JanFidor Mar 3, 2023
065dcf4
delete docs misstype
JanFidor Mar 3, 2023
1f5ae38
Merge branch 'master' into feature/merge-historical-forecasts-and-bac…
JanFidor Mar 3, 2023
cc60542
Update backtest docstring
JanFidor Mar 7, 2023
714b889
add a test for precalculated forecasts
JanFidor Mar 7, 2023
55bd1fa
update backtest description
JanFidor Mar 7, 2023
0b76c54
Merge branch 'master' into feature/merge-historical-forecasts-and-bac…
JanFidor Mar 7, 2023
0b7f60f
Merge branch 'master' into feature/merge-historical-forecasts-and-bac…
madtoinou Mar 10, 2023
f2156fa
Merge branch 'master' into feature/merge-historical-forecasts-and-bac…
JanFidor Mar 14, 2023
35620cb
Rephrase the docs
JanFidor Mar 20, 2023
966f77f
Reformat code
JanFidor Mar 20, 2023
0da023a
Merge branch 'master' into feature/merge-historical-forecasts-and-bac…
JanFidor Mar 20, 2023
3bd6eda
black
JanFidor Mar 20, 2023
aa1ba0a
Merge branch 'master' into feature/merge-historical-forecasts-and-bac…
dennisbader Mar 22, 2023
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 4 additions & 1 deletion darts/models/forecasting/forecasting_model.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -907,6 +907,7 @@ def historical_forecasts(
def backtest(
self,
series: Union[TimeSeries, Sequence[TimeSeries]],
historical_forecasts: Optional[Union[TimeSeries, Sequence[TimeSeries]]] = None,
past_covariates: Optional[Union[TimeSeries, Sequence[TimeSeries]]] = None,
future_covariates: Optional[Union[TimeSeries, Sequence[TimeSeries]]] = None,
num_samples: int = 1,
Expand Down Expand Up @@ -950,6 +951,8 @@ def backtest(
----------
series
The (or a sequence of) target time series to use to successively train and evaluate the historical forecasts
historical_forecasts
Optionally, the (or a sequence of) historical forecasts time series to be evaluated.
past_covariates
Optionally, one (or a sequence of) past-observed covariate series.
This applies only if the model supports past covariates.
Expand Down Expand Up @@ -1022,7 +1025,7 @@ def backtest(
provided series and each sample.
"""

forecasts = self.historical_forecasts(
forecasts = historical_forecasts or self.historical_forecasts(
series=series,
past_covariates=past_covariates,
future_covariates=future_covariates,
Expand Down