multiple TimeSeries for historical_forecasts(), residuals() and backt…

…est() + automatic start (#1318) * init * improvements * corrections * improvements * unit tests improv || uses/supports/expected covariates clarifications * cleaning * adjustments * utils slice time index changes * corrections * correction * correction * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Julien Herzen <julien@unit8.co> * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Julien Herzen <julien@unit8.co> * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Julien Herzen <julien@unit8.co> * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Julien Herzen <julien@unit8.co> * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Julien Herzen <julien@unit8.co> * Update darts/tests/models/forecasting/test_historical_forecasts.py Co-authored-by: Julien Herzen <julien@unit8.co> * Update darts/models/forecasting/forecasting_model.py * Some PR comments * Remove uses_X_covs from doc blacklist * Fix a test in metrics Co-authored-by: Julien Herzen <julien@unit8.co>
unit8co · Dec 20, 2022 · d315dd8 · d315dd8
1 parent 0d924c8
commit d315dd8
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diff --git a/darts/explainability/explainability.py b/darts/explainability/explainability.py
@@ -110,16 +110,16 @@ def __init__(
         self.background_past_covariates = series2seq(background_past_covariates)
         self.background_future_covariates = series2seq(background_future_covariates)
 
-        if self.model.uses_past_covariates:
+        if self.model.supports_past_covariates:
             raise_if(
-                self.model._expect_past_covariates
+                self.model.uses_past_covariates
                 and self.background_past_covariates is None,
                 "A background past covariates is not provided, but the model needs past covariates.",
             )
 
-        if self.model.uses_future_covariates:
+        if self.model.supports_future_covariates:
             raise_if(
-                self.model._expect_future_covariates
+                self.model.uses_future_covariates
                 and self.background_future_covariates is None,
                 "A background future covariates is not provided, but the model needs future covariates.",
             )

diff --git a/darts/models/forecasting/baselines.py b/darts/models/forecasting/baselines.py
@@ -85,6 +85,10 @@ def predict(self, n: int, num_samples: int = 1, verbose: bool = False):
         forecast = np.array([self.last_k_vals[i % self.K, :] for i in range(n)])
         return self._build_forecast_series(forecast)
 
+    @property
+    def extreme_lags(self):
+        return (-self.K, 1, None, None, None)
+
 
 class NaiveDrift(LocalForecastingModel):
     def __init__(self):
@@ -145,9 +149,9 @@ def fit(
         for model in self.models:
             if self.is_global_ensemble:
                 kwargs = dict(series=series)
-                if model.uses_past_covariates:
+                if model.supports_past_covariates:
                     kwargs["past_covariates"] = past_covariates
-                if model.uses_future_covariates:
+                if model.supports_future_covariates:
                     kwargs["future_covariates"] = future_covariates
                 model.fit(**kwargs)
             else: