Merge pull request #147 from microsoft/mitokic/10062023/hts-bug-fix

add logic to prevent overly large forecast in hts recon process
microsoft · Oct 9, 2023 · 5102209 · 5102209
2 parents c91baae + f0708f1
commit 5102209
Show file tree

Hide file tree

Showing 3 changed files with 6 additions and 2 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: finnts
 Title: Microsoft Finance Time Series Forecasting Framework
-Version: 0.3.0.9005
+Version: 0.3.0.9006
 Authors@R: 
     c(person(given = "Mike",
            family = "Tokic",

diff --git a/NEWS.md b/NEWS.md
@@ -1,4 +1,4 @@
-# finnts 0.3.0.9003 (DEVELOPMENT VERSION)
+# finnts 0.3.0.9000 (DEVELOPMENT VERSION)
 
 ## Improvements
 
@@ -12,6 +12,7 @@
 ## Bug Fixes
 
 -   Best model selection
+-   Hierarchical forecast reconciliation
 
 # finnts 0.3.0
 

diff --git a/R/hierarchy.R b/R/hierarchy.R
@@ -400,6 +400,9 @@ reconcile_hierarchical_data <- function(run_info,
 
             forecast_tbl <- model_tbl %>%
               dplyr::select(Date, Train_Test_ID, Combo, Forecast) %>%
+              dplyr::rowwise() %>%
+              dplyr::mutate(Forecast = ifelse(Forecast > 100000000000000, 100000000000000, Forecast)) %>%
+              dplyr::ungroup() %>%
               tidyr::pivot_wider(names_from = Combo, values_from = Forecast)
 
             forecast_tbl[is.na(forecast_tbl)] <- 0