Merge pull request #89 from Nixtla/feat/warning_horizon

feat: add warning for shot horizon
Nixtla · Aug 18, 2023 · 6800540 · 6800540
2 parents a3fcd45 + 35efe61
commit 6800540
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diff --git a/nbs/timegpt.ipynb b/nbs/timegpt.ipynb
@@ -86,7 +86,7 @@
     "from itertools import product\n",
     "\n",
     "from dotenv import load_dotenv\n",
-    "from fastcore.test import test_eq, test_fail\n",
+    "from fastcore.test import test_eq, test_fail, test_warns\n",
     "from nbdev.showdoc import show_doc\n",
     "from tqdm import TqdmExperimentalWarning\n",
     "\n",
@@ -426,6 +426,12 @@
     "            input_size: int,\n",
     "            model_horizon: int,\n",
     "        ):\n",
+    "        if h > model_horizon:\n",
+    "            main_logger.warning(\n",
+    "                'The specified horizon \"h\" exceeds the model horizon. '\n",
+    "                'This may lead to less accurate forecasts. '\n",
+    "                'Please consider using a smaller horizon.'\n",
+    "            )\n",
     "        # restrict input if\n",
     "        # - we dont want to finetune\n",
     "        # - we dont have exogenous regegressors\n",
@@ -1173,6 +1179,135 @@
     "- `target_col`: The variable that we want to forecast."
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "INFO:__main__:Validating inputs...\n",
+      "INFO:__main__:Preprocessing dataframes...\n",
+      "INFO:__main__:Calling Forecast Endpoint...\n",
+      "WARNING:__main__:The specified horizon \"h\" exceeds the model horizon. This may lead to less accurate forecasts. Please consider using a smaller horizon.\n"
+     ]
+    },
+    {
+     "data": {
+      "text/html": [
+       "<div>\n",
+       "<style scoped>\n",
+       "    .dataframe tbody tr th:only-of-type {\n",
+       "        vertical-align: middle;\n",
+       "    }\n",
+       "\n",
+       "    .dataframe tbody tr th {\n",
+       "        vertical-align: top;\n",
+       "    }\n",
+       "\n",
+       "    .dataframe thead th {\n",
+       "        text-align: right;\n",
+       "    }\n",
+       "</style>\n",
+       "<table border=\"1\" class=\"dataframe\">\n",
+       "  <thead>\n",
+       "    <tr style=\"text-align: right;\">\n",
+       "      <th></th>\n",
+       "      <th>timestamp</th>\n",
+       "      <th>TimeGPT</th>\n",
+       "    </tr>\n",
+       "  </thead>\n",
+       "  <tbody>\n",
+       "    <tr>\n",
+       "      <th>0</th>\n",
+       "      <td>1961-01-01</td>\n",
+       "      <td>426.181030</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>1</th>\n",
+       "      <td>1961-02-01</td>\n",
+       "      <td>440.651031</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>2</th>\n",
+       "      <td>1961-03-01</td>\n",
+       "      <td>458.021057</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>3</th>\n",
+       "      <td>1961-04-01</td>\n",
+       "      <td>452.927734</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>4</th>\n",
+       "      <td>1961-05-01</td>\n",
+       "      <td>435.785400</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>...</th>\n",
+       "      <td>...</td>\n",
+       "      <td>...</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>95</th>\n",
+       "      <td>1968-12-01</td>\n",
+       "      <td>415.290924</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>96</th>\n",
+       "      <td>1969-01-01</td>\n",
+       "      <td>416.995209</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>97</th>\n",
+       "      <td>1969-02-01</td>\n",
+       "      <td>423.885803</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>98</th>\n",
+       "      <td>1969-03-01</td>\n",
+       "      <td>429.938690</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>99</th>\n",
+       "      <td>1969-04-01</td>\n",
+       "      <td>430.399078</td>\n",
+       "    </tr>\n",
+       "  </tbody>\n",
+       "</table>\n",
+       "<p>100 rows × 2 columns</p>\n",
+       "</div>"
+      ],
+      "text/plain": [
+       "     timestamp     TimeGPT\n",
+       "0   1961-01-01  426.181030\n",
+       "1   1961-02-01  440.651031\n",
+       "2   1961-03-01  458.021057\n",
+       "3   1961-04-01  452.927734\n",
+       "4   1961-05-01  435.785400\n",
+       "..         ...         ...\n",
+       "95  1968-12-01  415.290924\n",
+       "96  1969-01-01  416.995209\n",
+       "97  1969-02-01  423.885803\n",
+       "98  1969-03-01  429.938690\n",
+       "99  1969-04-01  430.399078\n",
+       "\n",
+       "[100 rows x 2 columns]"
+      ]
+     },
+     "execution_count": null,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "#| hide\n",
+    "# test warning horizon too long\n",
+    "timegpt.forecast(df=df.tail(3), h=100, time_col='timestamp', target_col='value')"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": null,

diff --git a/nixtlats/timegpt.py b/nixtlats/timegpt.py
@@ -351,6 +351,12 @@ def _hit_multi_series_endpoint(
         input_size: int,
         model_horizon: int,
     ):
+        if h > model_horizon:
+            main_logger.warning(
+                'The specified horizon "h" exceeds the model horizon. '
+                "This may lead to less accurate forecasts. "
+                "Please consider using a smaller horizon."
+            )
         # restrict input if
         # - we dont want to finetune
         # - we dont have exogenous regegressors