Merge branch 'main' into 19-interval-score

MoritzM00 · Dec 28, 2024 · 788a748 · 788a748
2 parents 5f676d7 + a66ec01
commit 788a748
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Showing 6 changed files with 11 additions and 1 deletion.
diff --git a/src/probafcst/models/catboost.py b/src/probafcst/models/catboost.py
@@ -14,6 +14,7 @@ def __init__(
         quantiles: list[int],
         include_seasonal_dummies=True,
         cyclical_encodings=True,
+        include_rolling_stats=False,
         X_lag_cols: list[str] | None = None,
         kwargs: dict | None = None,
     ):
@@ -28,6 +29,7 @@ def __init__(
             model=model,
             lags=lags,
             quantiles=quantiles,
+            include_rolling_stats=include_rolling_stats,
             include_seasonal_dummies=include_seasonal_dummies,
             cyclical_encodings=cyclical_encodings,
             X_lag_cols=X_lag_cols,

diff --git a/src/probafcst/models/lgbm.py b/src/probafcst/models/lgbm.py
@@ -21,6 +21,7 @@ def __init__(
         quantiles: list[int],
         include_seasonal_dummies=True,
         cyclical_encodings=True,
+        include_rolling_stats=False,
         X_lag_cols: list[str] | None = None,
         kwargs: dict | None = None,
     ):
@@ -38,6 +39,7 @@ def __init__(
             model=model,
             lags=lags,
             quantiles=quantiles,
+            include_rolling_stats=include_rolling_stats,
             include_seasonal_dummies=include_seasonal_dummies,
             cyclical_encodings=cyclical_encodings,
             X_lag_cols=X_lag_cols,

diff --git a/src/probafcst/models/linear_qr.py b/src/probafcst/models/linear_qr.py
@@ -17,6 +17,7 @@ def __init__(
         quantiles: list[int],
         include_seasonal_dummies=True,
         cyclical_encodings=True,
+        include_rolling_stats=False,
         X_lag_cols: list[str] | None = None,
         kwargs: dict | None = None,
     ):
@@ -35,6 +36,7 @@ def __init__(
             model=model,
             lags=lags,
             quantiles=quantiles,
+            include_rolling_stats=include_rolling_stats,
             include_seasonal_dummies=include_seasonal_dummies,
             cyclical_encodings=cyclical_encodings,
             X_lag_cols=X_lag_cols,

diff --git a/src/probafcst/models/regression.py b/src/probafcst/models/regression.py
@@ -164,7 +164,7 @@ def __init__(
         lags: list[int],
         quantiles: list[int],
         include_seasonal_dummies=True,
-        include_rolling_stats=True,
+        include_rolling_stats=False,
         cyclical_encodings=True,
         X_lag_cols: list[str] | None = None,
     ):

diff --git a/src/probafcst/models/xgboost.py b/src/probafcst/models/xgboost.py
@@ -17,6 +17,7 @@ def __init__(
         quantiles: list[int],
         include_seasonal_dummies=True,
         cyclical_encodings=True,
+        include_rolling_stats=False,
         X_lag_cols: list[str] | None = None,
         kwargs: dict | None = None,
     ):
@@ -31,6 +32,7 @@ def __init__(
             lags=lags,
             quantiles=quantiles,
             include_seasonal_dummies=include_seasonal_dummies,
+            include_rolling_stats=include_rolling_stats,
             cyclical_encodings=cyclical_encodings,
             X_lag_cols=X_lag_cols,
         )

diff --git a/tests/models/test_xgboost.py b/tests/models/test_xgboost.py
@@ -39,6 +39,7 @@ def test_xgboost_evaluate_no_X(energy_sample, include_seasonal_dummies):
         quantiles=QUANTILES,
         include_seasonal_dummies=include_seasonal_dummies,
         cyclical_encodings=False,
+        include_rolling_stats=False,
         kwargs={"n_jobs": 1, "n_estimators": 10},
     )
     # generate three splits, using 6 weeks for training
@@ -66,6 +67,7 @@ def test_xgboost_evaluate_with_X(energy_sample):
         lags=[24, 168],
         quantiles=QUANTILES,
         include_seasonal_dummies=False,
+        include_rolling_stats=False,
         cyclical_encodings=False,
         kwargs={"n_jobs": 1, "n_estimators": 10},
     )