hierarchical forecast engine 'forecast' method does not predict future dates

antoinecarme / pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.

BSD 3-Clause "New" or "Revised" License

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Closed mgiangreco closed 7 years ago

mgiangreco commented 7 years ago

screenshot 2017-08-31 15 26 09

import pyaf.HierarchicalForecastEngine as hautof

lEngine = hautof.cHierarchicalForecastEngine()

lEngine.mOptions.mHierarchicalCombinationMethod = ['OC'];

lEngine.train(weekly_df , 'purchased_at', 'Signal', 26, lHierarchy, None);

df_forecast = lEngine.forecast(iInputDS = weekly_df, iHorizon = 26);

screenshot 2017-08-31 15 27 55

Note that the dates of the forecasts are the same as the dates for the training set.

antoinecarme commented 7 years ago

Is you version up-to-date ? I fixed something like this a few days ago ...

mgiangreco commented 7 years ago

Ah yes you did. Many thanks.