adjust how many sub models are built for each date type

microsoft · Apr 24, 2024 · fda57df · fda57df
1 parent a1417b3
commit fda57df
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Showing 2 changed files with 22 additions and 8 deletions.
diff --git a/R/prep_data.R b/R/prep_data.R
@@ -947,7 +947,16 @@ get_lag_periods <- function(lag_periods,
     "day" = c(7, 14, 21, 28, 60, 90, 180, 365)
   )
 
+  # change multistep horizons to run based on date type
   if (multistep_horizon) {
+    if (date_type == "day") {
+      oplist <- c(28, 90, 180)
+    } else if (date_type == "week") {
+      oplist <- c(4, 12, 24)
+    } else if (date_type == "month") {
+      c(1, 2, 3, 6, 12)
+    }
+
     if (max(oplist) < forecast_horizon) {
       lag_periods <- c(oplist, forecast_horizon)
     } else {

diff --git a/tests/testthat/test-multistep_horizon.R b/tests/testthat/test-multistep_horizon.R
@@ -26,7 +26,8 @@ test_that("multistep_horizon yearly data", {
     back_test_scenarios = 4,
     models_to_run = "xgboost",
     run_ensemble_models = FALSE,
-    num_hyperparameters = 1
+    num_hyperparameters = 1, 
+    pca = TRUE
   )
 
   # train models
@@ -69,7 +70,8 @@ test_that("multistep_horizon quarterly data", {
     back_test_scenarios = 6,
     models_to_run = "mars",
     run_ensemble_models = FALSE,
-    num_hyperparameters = 1
+    num_hyperparameters = 1, 
+    pca = TRUE
   )
 
   # train models
@@ -118,7 +120,8 @@ test_that("multistep_horizon monthly data", {
     back_test_scenarios = 2,
     models_to_run = "cubist",
     run_ensemble_models = FALSE,
-    num_hyperparameters = 1
+    num_hyperparameters = 1, 
+    pca = TRUE
   )
 
   # train models
@@ -164,7 +167,8 @@ test_that("multistep_horizon weekly data", {
     back_test_scenarios = 4,
     models_to_run = "glmnet",
     run_ensemble_models = FALSE,
-    num_hyperparameters = 1
+    num_hyperparameters = 1, 
+    pca = TRUE
   )
 
   # train models
@@ -177,7 +181,7 @@ test_that("multistep_horizon weekly data", {
   model_length <- length(workflow_tbl$Model_Fit[[1]]$fit$fit$fit$models)
 
   # Assertions
-  expect_equal(model_length, 4)
+  expect_equal(model_length, 1)
 })
 
 test_that("multistep_horizon daily data", {
@@ -200,7 +204,7 @@ test_that("multistep_horizon daily data", {
     combo_variables = c("id"),
     target_variable = "value",
     date_type = "day",
-    forecast_horizon = 28,
+    forecast_horizon = 30,
     recipes_to_run = "R1",
     multistep_horizon = TRUE
   )
@@ -211,7 +215,8 @@ test_that("multistep_horizon daily data", {
     back_test_spacing = 7,
     models_to_run = "glmnet",
     run_ensemble_models = FALSE,
-    num_hyperparameters = 1
+    num_hyperparameters = 1, 
+    pca = TRUE
   )
 
   # train models
@@ -224,5 +229,5 @@ test_that("multistep_horizon daily data", {
   model_length <- length(workflow_tbl$Model_Fit[[1]]$fit$fit$fit$models)
 
   # Assertions
-  expect_equal(model_length, 4)
+  expect_equal(model_length, 2)
 })