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Investigate Large Horizon Models #213. Avoid computing unnecessary pe…
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…rformance measures in debug mode.
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antoinecarme committed Feb 24, 2023
1 parent 42827cd commit 0ebf382
Showing 1 changed file with 8 additions and 4 deletions.
12 changes: 8 additions & 4 deletions pyaf/TS/SignalDecomposition_Trend.py
Original file line number Diff line number Diff line change
Expand Up @@ -42,10 +42,14 @@ def computePerf(self):
self.mTrendFitPerf = tsperf.cPerf();
self.mTrendForecastPerf = tsperf.cPerf();
(lFrameFit, lFrameForecast, lFrameTest) = self.mSplit.cutFrame(self.mTrendFrame);
self.mTrendFitPerf.compute(lFrameFit[self.mSignal] ,
lFrameFit[self.mOutName], self.mOutName)
self.mTrendForecastPerf.compute(lFrameForecast[self.mSignal] ,
lFrameForecast[self.mOutName], self.mOutName)
self.mTrendFitPerf.computeCriterion(lFrameFit[self.mSignal] ,
lFrameFit[self.mOutName],
self.mTimeInfo.mOptions.mModelSelection_Criterion,
self.mOutName)
self.mTrendForecastPerf.computeCriterion(lFrameForecast[self.mSignal] ,
lFrameForecast[self.mOutName],
self.mTimeInfo.mOptions.mModelSelection_Criterion,
self.mOutName)

def compute_trend_residue(self, df):
target = df[self.mSignal]
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