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EnhancementImprovement of an existing featureImprovement of an existing feature
Description
The training_interval (or fitting interval) of the model is currently configurable.
This provides no real benefits and can potentially cause issues when generating forecasts.
Explanation
Prophet and other time-series forecasting models generate their forecasts starting from the last known training (fitting) datapoint.
If the model is retrained every 2 hours but forecasts are generated every hour, the resulting forecast will miss 1 hour of future data.
The model should either:
- Always train immediately before forecasting, or
- Clearly define and enforce a consistent relationship between training and forecasting intervals.
Task
- Deprecate the
training_intervalconfig item and replace its usage withforecast_interval, resulting in both the model training/fitting and forecasting to be aligned.
Notes:
- The system's task scheduler enforces training/fitting to be performed before forecasting if their execution times overlap, so this is already taken care of.
- Fitting/training time of the model is negligible, Data processing improvements #43 is a work in progress PR that also improves speeds substantially.
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EnhancementImprovement of an existing featureImprovement of an existing feature