feat: support forecast_limit_lower_bound and forecast_limit_upper_bou… #1305
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…nd in ARIMA_PLUS (and ARIMA_PLUS_XREG) models
…es into b384509112-forecast-limit-bounds
…pis/python-bigquery-dataframes into b384509112-forecast-limit-bounds
…pis/python-bigquery-dataframes into b384509112-forecast-limit-bounds
tswast
approved these changes
Apr 2, 2025
| @@ -107,6 +107,8 @@ def test_arima_plus_model_fit_params(time_series_df_default_index, dataset_id): | |||
| holiday_region="US", | |||
| clean_spikes_and_dips=False, | |||
| adjust_step_changes=False, | |||
| forecast_limit_upper_bound=2, | |||
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I wonder if the failure on fit is because total_visits is greater than 2 in the training data? Maybe we need to pick a larger value for this?
Aternatively:
- Use different training data where we know it's between certain values
- Use a method like https://pandas.pydata.org/pandas-docs/version/1.0/reference/api/pandas.Series.clip.html to keep the training data between certain values.
shobsi
reviewed
Apr 3, 2025
bigframes/ml/forecasting.py
Outdated
| The forecasting limit ensures that forecasts stay within limits. | ||
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| forecast_limit_lower_bound (float or None, default None): | ||
| The lower bound of the forecasting values where the minimum value allowed is 0. When you specify the FORECAST_LIMIT_LOWER_BOUND option, all of the forecast values must be greater than the specified value. |
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we should use the param name being introduced here instead of the uppercase (which is documented in the BQML docs)
tswast
reviewed
Apr 16, 2025
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…nd in ARIMA_PLUS (and ARIMA_PLUS_XREG) models
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Fixes #<issue_number_goes_here> 🦕