[ENH] Add exog_handle support to fit_predict for multivariate forecasting#436
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SHIVANSH-ux-ys wants to merge 1 commit into
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[ENH] Add exog_handle support to fit_predict for multivariate forecasting#436SHIVANSH-ux-ys wants to merge 1 commit into
SHIVANSH-ux-ys wants to merge 1 commit into
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Closing this — I just noticed Omc12 had already committed a fix for this issue 3 days ago via PR #338. Apologies for the overlap, I should have checked the issue timeline more carefully before submitting. |
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Reference Issues/PRs
Fixes #336
What does this implement/fix? Explain your changes.
The
fit_predicttool previously accepted only a singledata_handlefor the target seriesy. This made multivariate forecasting (where exogenous covariates like promotions or holidays are needed) impossible without manually merging datasets into a single handle.This PR adds an optional
exog_handleparameter tofit_predictandfit_predict_async(both the tool wrappers and the core executor). When provided, the covariates are resolved from_data_handlesand passed asXto bothestimator.fit()andestimator.predict().Changes:
executor.py:fit_predictandfit_predict_asyncnow acceptexog_handleand resolve it toXbefore fitting.tools/fit_predict.py: Updatedfit_predict_toolandfit_predict_async_toolsignatures and docstrings.server.py: Updated the JSON schema for bothfit_predictandfit_predict_asynctools to exposeexog_handleto LLM agents.Does your contribution introduce a new dependency? If yes, which one?
No.
What should a reviewer concentrate their feedback on?
The
exog_handleresolution logic inexecutor.pyand whether the fallback (X = exog_info.get("y")when no explicitXcolumn is set) is the correct behavior.PR checklist