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| def prepare_fcst(f, test_length=0.1, fcst_length=120): | |
| """ adds all variables and sets the test length/forecast length in the object | |
| Args: | |
| f (Forecaster): the Forecaster object. | |
| test_length (int or float): the test length as a size or proportion. | |
| fcst_length (int): the forecast horizon. | |
| Returns: | |
| (Forecaster) the processed object. | |
| """ | |
| f.generate_future_dates(fcst_length) | |
| f.set_test_length(test_length) | |
| f.set_validation_length(f.test_length) | |
| f.add_seasonal_regressors("month", raw=False, dummy=True) | |
| for i in np.arange(60, 289, 12): # 12-month cycles from 12 to 288 months | |
| f.add_cycle(i) | |
| f.add_ar_terms(120) # AR 1-120 | |
| f.add_AR_terms((20, 12)) # seasonal AR up to 20 years, spaced one year apart | |
| f.add_seasonal_regressors("year") | |
| return f |
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