Merge pull request #153 from microsoft/mitokic/01272024/hts-drivers

Mitokic/01272024/hts drivers
microsoft · Mar 5, 2024 · 095570f · 095570f
2 parents df32abe + 840dd10
commit 095570f
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Showing 8 changed files with 470 additions and 52 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: finnts
 Title: Microsoft Finance Time Series Forecasting Framework
-Version: 0.4.0.9000
+Version: 0.4.0.9001
 Authors@R: 
     c(person(given = "Mike",
            family = "Tokic",

diff --git a/NEWS.md b/NEWS.md
@@ -1,4 +1,8 @@
-# finnts 0.4.0.9000 (DEVELOPMENT VERSION)
+# finnts 0.4.0.9001 (DEVELOPMENT VERSION)
+
+## Improvements
+
+-   Added support for hierarchical forecasting with external regressors
 
 ## Bug Fixes
 

diff --git a/R/forecast_time_series.R b/R/forecast_time_series.R
@@ -266,19 +266,19 @@ forecast_backwards_compatibility <- function(run_info,
         dplyr::collect() %>%
         tidyr::unite(
           col = "Combo",
-          combo_variables,
+          tidyselect::all_of(combo_variables),
           sep = "---",
           remove = FALSE
         ) %>%
-        dplyr::rename(Target = target_variable) %>%
+        dplyr::rename(Target = tidyselect::all_of(target_variable)) %>%
         dplyr::mutate(
           Model_ID = NA,
           lo_95 = Target,
           lo_80 = Target,
           hi_80 = Target,
           hi_95 = Target
         ) %>%
-        dplyr::select(Combo, combo_variables, Model_ID, Date, Target, lo_95, lo_80, hi_80, hi_95)
+        dplyr::select(Combo, tidyselect::all_of(combo_variables), Model_ID, Date, Target, lo_95, lo_80, hi_80, hi_95)
     ) %>%
     dplyr::mutate(Type = ifelse(is.na(Model_ID), "Historical", "Forecast")) %>%
     dplyr::relocate(Type, .before = Date) %>%
@@ -298,7 +298,7 @@ forecast_backwards_compatibility <- function(run_info,
     dplyr::filter(Run_Type == "Back_Test") %>%
     dplyr::mutate(MAPE = abs((Forecast - Target) / Target)) %>%
     dplyr::select(
-      Combo, combo_variables, Train_Test_ID, Date, Model_ID, Horizon,
+      Combo, tidyselect::all_of(combo_variables), Train_Test_ID, Date, Model_ID, Horizon,
       Forecast, Target, MAPE, Best_Model
     ) %>%
     dplyr::rename(