feat: add hist_exog_list argument to cross_validation #534
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| "for hist_exog_list in [None, [], [x_cols[2], x_cols[1]], x_cols]:\n", | ||
| " cv_res = nixtla_client.cross_validation(\n", | ||
| " series_with_features,\n", | ||
| " n_windows=1,\n", | ||
| " h=h,\n", | ||
| " freq=freq,\n", | ||
| " hist_exog_list=hist_exog_list,\n", | ||
| " )\n", | ||
| " fcst_res = nixtla_client.forecast(\n", | ||
| " train,\n", | ||
| " h=h,\n", | ||
| " freq=freq,\n", | ||
| " hist_exog_list=hist_exog_list,\n", | ||
| " X_df=valid,\n", | ||
| " )\n", | ||
| " np.testing.assert_allclose(\n", | ||
| " cv_res['TimeGPT'], fcst_res['TimeGPT'], atol=1e-4, rtol=1e-3\n", | ||
| " )" | ||
| ] |
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should we add a test to verify that different historical exogenous variables result in different forecasts? wdyt?
AzulGarza
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Nov 25, 2024
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Fixes #522