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[BUG] fix STLForecaster tag ignores-exogenous-X to be correctly set for composites #5365

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merged 4 commits into from Oct 7, 2023
Merged

[BUG] fix STLForecaster tag ignores-exogenous-X to be correctly set for composites #5365

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7db14a8
set tag synamically based on used forecasters
yarnabrina Oct 5, 2023
9bea10f
Merge branch 'main' into pr/5365
fkiraly Oct 5, 2023
cabde1c
Merge remote-tracking branch 'origin/main' into fix-stl-tag
yarnabrina Oct 6, 2023
63bbaac
kept class tag as False
yarnabrina Oct 6, 2023
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15 changes: 15 additions & 0 deletions sktime/forecasting/trend/_stl_forecaster.py
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Expand Up @@ -180,6 +180,21 @@ def __init__(
self.forecaster_resid = forecaster_resid
super().__init__()

for forecaster in (
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self.forecaster_trend,
self.forecaster_seasonal,
self.forecaster_resid,
):
if forecaster is not None and not forecaster.get_tag(
"ignores-exogeneous-X"
):
ignore_exogenous = False
break
else: # none of the forecasters (if provided) use exogenous feature variables
ignore_exogenous = True # corresponding to NaiveForecaster in missing case

self.set_tags(**{"ignores-exogeneous-X": ignore_exogenous})

def _fit(self, y, X, fh):
"""Fit forecaster to training data.

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