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[BUG] Teach AutoARIMAModel to work with out-sample predictions #790

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Mr-Geekman opened this issue Jul 8, 2022 · 0 comments · Fixed by #830
Closed
1 task done

[BUG] Teach AutoARIMAModel to work with out-sample predictions #790

Mr-Geekman opened this issue Jul 8, 2022 · 0 comments · Fixed by #830
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bug Something isn't working
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Mr-Geekman commented Jul 8, 2022 •
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🐛 Bug Report

Currently AutoARIMAModel doesn't pass some tests written in test_inference. Try to fix this. Try also to make sure that in-sample predictions work as expected.

In-sample:

  1. Remember last train date.
  2. During forecast on in-sample part use predict_in_sample method of the inner model.

Out-sample:

  1. Remember last train date.
  2. Based on dates in dataframe in adapter determine in how much steps we should make a forecast.
  3. Make a forecast.
  4. Select values by timestamps.

Expected behavior

Tests are passed.

How To Reproduce

Run tests in test_inference.

Environment

No response

Additional context

No response

Checklist

  • Bug appears at the latest library version
@Mr-Geekman Mr-Geekman added the bug Something isn't working label Jul 8, 2022
@Mr-Geekman Mr-Geekman added this to the Inference milestone Jul 8, 2022
@Mr-Geekman Mr-Geekman moved this to Specification in etna board Jul 8, 2022
@Mr-Geekman Mr-Geekman moved this from Specification to Todo in etna board Jul 12, 2022
@Mr-Geekman Mr-Geekman self-assigned this Aug 2, 2022
@Mr-Geekman Mr-Geekman moved this from Todo to In Progress in etna board Aug 2, 2022
@Mr-Geekman Mr-Geekman mentioned this issue Aug 2, 2022
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@Mr-Geekman Mr-Geekman moved this from In Progress to In Review in etna board Aug 2, 2022
@Mr-Geekman Mr-Geekman moved this from In Review to Hold in etna board Aug 8, 2022
@Mr-Geekman Mr-Geekman moved this from Hold to In Progress in etna board Aug 9, 2022
@Mr-Geekman Mr-Geekman moved this from In Progress to In Review in etna board Aug 9, 2022
Repository owner moved this from In Review to Done in etna board Aug 11, 2022
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Teach AutoARIMAModel to work with out-sample predictions tinkoff-ai/etna
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