microsoft / finnts

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.
https://microsoft.github.io/finnts
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bug fix for spark dataframes losing time series within prep_data for … #129

Closed mitokic closed 1 year ago

mitokic commented 1 year ago

Fixes bug in prep_data where sparklyr can sometimes lose specific time series combos within spark_apply. Only seems to happen with large forecasts with thousands of time series.