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zillow / luminaire

Luminaire is a python package that provides ML driven solutions for monitoring time series data.
https://zillow.github.io/luminaire
Apache License 2.0
764 stars 59 forks source link

Diff order fix #121

Closed pdurham2 closed 2 years ago

pdurham2 commented 2 years ago

Corrected issue where the diff order was hard coded as 2 in lad_filtering. Also added test_lad_filtering_scoring_diff_order to test_models which uses the last data points, takes the appropriate diff, and then compares to the adjusted actual to make sure the appropriate diff order is applied.

Related Issue: #120 @sayanchk for review

sayanchk commented 2 years ago

@shahsmit14 Changes are approved. This is an important bug fix addressing a prediction bias issue under higher order differencing for the filtering model and should improve the model performance. This should go as a part of the next patch.

shahsmit14 commented 2 years ago

@sayanchk If we want this to be released, we need the update for the version in setup.py. @pdurham2 - Can you also add that in the same PR? new version will be 0.4.2 and the file to update will be https://github.com/zillow/luminaire/blob/master/setup.py#L17

shahsmit14 commented 2 years ago

I'm just going to merge this and create a release MR.

shahsmit14 commented 2 years ago

now available in https://pypi.org/project/luminaire/0.4.2/