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Forecast decomposition for TBATS #1133

Merged
merged 21 commits into from
Mar 6, 2023
Merged

Forecast decomposition for TBATS #1133

merged 21 commits into from
Mar 6, 2023

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brsnw250
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@brsnw250 brsnw250 commented Feb 27, 2023

Before submitting (must do checklist)

  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Proposed Changes

Closing issues

closes #1125

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github-actions bot commented Feb 27, 2023

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codecov-commenter commented Feb 27, 2023

Codecov Report

Merging #1133 (21c1071) into master (a5baaf4) will increase coverage by 0.08%.
The diff coverage is 94.66%.

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@@            Coverage Diff             @@
##           master    #1133      +/-   ##
==========================================
+ Coverage   86.90%   86.99%   +0.08%     
==========================================
  Files         177      177              
  Lines        9746     9818      +72     
==========================================
+ Hits         8470     8541      +71     
- Misses       1276     1277       +1     
Impacted Files Coverage Δ
etna/models/tbats.py 94.69% <94.66%> (-0.31%) ⬇️
etna/auto/runner/utils.py 50.00% <0.00%> (-50.00%) ⬇️
etna/core/mixins.py 95.23% <0.00%> (-3.41%) ⬇️
etna/libs/tsfresh/significance_tests.py 62.31% <0.00%> (+14.49%) ⬆️

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@brsnw250 brsnw250 self-assigned this Feb 27, 2023
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Also update the changelog

TBATSModel,
),
)
def test_seasonal_components_not_fitted(small_periodic_ts, estimator):
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May you also test the combination of components arma + seasonal if it is a possible scenario

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Added

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assert len(components) == horizon


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May you also mark them as long_1 as it takes 10 min for long_2 and 4 min for long_1

@alex-hse-repository alex-hse-repository enabled auto-merge (squash) March 6, 2023 09:30
@alex-hse-repository alex-hse-repository merged commit 9a29fa8 into master Mar 6, 2023
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Implement forecast decomposition for TBATS
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