fix box-cox transformation for time series that only have 1-2 non-zer…

…o target values
microsoft · Sep 27, 2023 · 7e34087 · 7e34087
1 parent 121686b
commit 7e34087
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Showing 3 changed files with 19 additions and 12 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: finnts
 Title: Microsoft Finance Time Series Forecasting Framework
-Version: 0.3.0.9004
+Version: 0.3.0.9005
 Authors@R: 
     c(person(given = "Mike",
            family = "Tokic",

diff --git a/R/prep_data.R b/R/prep_data.R
@@ -1035,7 +1035,7 @@ apply_box_cox <- function(df) {
 
   diff_info <- tibble::tibble(
     Combo = unique(df$Combo),
-    Box_Cox_Lambda = NULL
+    Box_Cox_Lambda = NA
   )
 
   for (column_name in names(df)) {

diff --git a/R/train_models.R b/R/train_models.R
@@ -564,22 +564,29 @@ train_models <- function(run_info,
                   dplyr::select(Box_Cox_Lambda) %>%
                   dplyr::pull(Box_Cox_Lambda)
 
-                final_fcst_return <- x %>%
-                  dplyr::mutate(
-                    Forecast = timetk::box_cox_inv_vec(Forecast, lambda = lambda),
-                    Target = timetk::box_cox_inv_vec(Target, lambda = lambda)
-                  )
+                if (!is.na(lambda)) {
+                  final_fcst_return <- x %>%
+                    dplyr::mutate(
+                      Forecast = timetk::box_cox_inv_vec(Forecast, lambda = lambda),
+                      Target = timetk::box_cox_inv_vec(Target, lambda = lambda)
+                    )
+                } else {
+                  final_fcst_return <- x
+                }
 
                 return(final_fcst_return)
               }) %>%
               dplyr::bind_rows()
           } else {
             lambda <- filtered_combo_info_tbl$Box_Cox_Lambda
-            final_fcst <- final_fcst %>%
-              dplyr::mutate(
-                Forecast = timetk::box_cox_inv_vec(Forecast, lambda = lambda),
-                Target = timetk::box_cox_inv_vec(Target, lambda = lambda)
-              )
+
+            if (!is.na(lambda)) {
+              final_fcst <- final_fcst %>%
+                dplyr::mutate(
+                  Forecast = timetk::box_cox_inv_vec(Forecast, lambda = lambda),
+                  Target = timetk::box_cox_inv_vec(Target, lambda = lambda)
+                )
+            }
           }
         }