Merge pull request #148 from microsoft/mitokic/11122023/hts-resid-fix

fix residual issue in hts
microsoft · Nov 29, 2023 · 37e6fb8 · 37e6fb8
2 parents 5102209 + 40916e2
commit 37e6fb8
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Showing 2 changed files with 7 additions and 1 deletion.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: finnts
 Title: Microsoft Finance Time Series Forecasting Framework
-Version: 0.3.0.9006
+Version: 0.3.0.9007
 Authors@R: 
     c(person(given = "Mike",
            family = "Tokic",

diff --git a/R/hierarchy.R b/R/hierarchy.R
@@ -423,6 +423,9 @@ reconcile_hierarchical_data <- function(run_info,
                 Forecast_Adj = ifelse((abs(Target) + 1) * residual_multiplier < abs(Forecast), (Target + 1) * residual_multiplier, Forecast), # prevent hts recon issues
                 Residual = Target - Forecast_Adj
               ) %>%
+              dplyr::rowwise() %>%
+              dplyr::mutate(Residual = ifelse(Residual == 0, 0.0001, Residual)) %>%
+              dplyr::ungroup() %>%
               dplyr::select(Combo, Date, Train_Test_ID, Residual) %>%
               tidyr::pivot_wider(names_from = Combo, values_from = Residual) %>%
               dplyr::select(-Date, -Train_Test_ID) %>%
@@ -640,6 +643,9 @@ reconcile_hierarchical_data <- function(run_info,
                 Forecast_Adj = ifelse((abs(Target) + 1) * residual_multiplier < abs(Forecast), (Target + 1) * residual_multiplier, Forecast), # prevent hts recon issues
                 Residual = Target - Forecast_Adj
               ) %>%
+              dplyr::rowwise() %>%
+              dplyr::mutate(Residual = ifelse(Residual == 0, 0.0001, Residual)) %>%
+              dplyr::ungroup() %>%
               dplyr::select(Combo, Date, Train_Test_ID, Residual) %>%
               tidyr::pivot_wider(names_from = Combo, values_from = Residual) %>%
               tibble::as_tibble() %>%