Fix/optimized historical forecast with component specific lags #2040
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Summary
Optimized historical forecasts with regression models would raise an exception when using component-specific lags with different number of lags because
create_lagged_prediction_data()
was callingmodel.lags.get()
instead of the dedicated methodmodel._get_lags()
which properly accounts for the component-specific lags.Other Information
Code snippet to reproduce the bug: