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Fix/dlinear and nlinear use_static_cov. with multivariate series #2070

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merged 7 commits into from
Nov 18, 2023

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madtoinou
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Fixes #2036.

Summary

  • The assumption on the static covariates dimensions was not accounting for the two possible representation/encoding of the static covariates in multivariate series : either shared across components shape = (1, nb_static_covs) or component-specific shape = (nb_components, nb_static_covs)
  • Added corresponding test for the torch models accepting use_static_covariates=True

Other Information

  • Added missing type hint in both DLinearModel and NLinearModel
  • Fixed small typo in the warning message when torch in not installed

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codecov-commenter commented Nov 16, 2023

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (36a1c09) 93.85% compared to head (03c3dac) 93.85%.

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Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2070      +/-   ##
==========================================
- Coverage   93.85%   93.85%   -0.01%     
==========================================
  Files         134      134              
  Lines       13123    13111      -12     
==========================================
- Hits        12317    12305      -12     
  Misses        806      806              

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@dennisbader dennisbader left a comment

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Looks good as well, thanks @madtoinou 🚀

@dennisbader dennisbader merged commit 72ea486 into master Nov 18, 2023
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@dennisbader dennisbader deleted the fix/xlinear_use_static_cov branch November 18, 2023 15:13
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[BUG] DLinear fails to predict >1 variates in presence of static covariates
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