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Feat/hist fc start stride #2560

Merged
merged 11 commits into from
Nov 2, 2024
Merged

Feat/hist fc start stride #2560

merged 11 commits into from
Nov 2, 2024

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dennisbader
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@dennisbader dennisbader commented Oct 12, 2024

Checklist before merging this PR:

  • Mentioned all issues that this PR fixes or addresses.
  • Summarized the updates of this PR under Summary.
  • Added an entry under Unreleased in the Changelog.

Summary

  • Improves start handling for historical forecasts. If start is not within the trainable / forecastable points, uses the closest valid start point that is a round multiple of stride ahead of start. Raises a ValueError, if no valid start point exists.

This guarantees that all historical forecasts are n * stride points away from start, and will simplify many downstream tasks (for example conformal prediction with stridden calibration).

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codecov bot commented Oct 13, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 93.88%. Comparing base (0b9efd0) to head (4395ce9).
Report is 1 commits behind head on master.

Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2560      +/-   ##
==========================================
- Coverage   93.88%   93.88%   -0.01%     
==========================================
  Files         139      139              
  Lines       14862    14872      +10     
==========================================
+ Hits        13953    13962       +9     
- Misses        909      910       +1     

☔ View full report in Codecov by Sentry.
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@madtoinou madtoinou left a comment

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LGTM 🚀

@dennisbader dennisbader merged commit ad93612 into master Nov 2, 2024
1 of 9 checks passed
@dennisbader dennisbader deleted the feat/hist_fc_start_stride branch November 2, 2024 12:40
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2 participants