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fix: X_df handling in direct approach #468

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merged 1 commit into from
Jan 6, 2025
Merged

fix: X_df handling in direct approach #468

merged 1 commit into from
Jan 6, 2025

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jmoralez
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@jmoralez jmoralez commented Jan 6, 2025

Description

Fixes the following:

  • The direct approach required future values of exogenous features for the full horizon, but it only uses the first.
  • The prediction step counter wasn't reset between models, so the second model would get the exogenous features shifted one step forward.

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@jmoralez jmoralez added the fix label Jan 6, 2025
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codspeed-hq bot commented Jan 6, 2025

CodSpeed Performance Report

Merging #468 will not alter performance

Comparing fix-direct (193787d) with main (1fba842)

Summary

✅ 12 untouched benchmarks

@jmoralez jmoralez marked this pull request as ready for review January 6, 2025 18:19
@jmoralez jmoralez merged commit e09106c into main Jan 6, 2025
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@jmoralez jmoralez deleted the fix-direct branch January 6, 2025 18:34
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