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fix: replacing lambda with named function to make model pickable #1594

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Feb 28, 2023
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29 changes: 21 additions & 8 deletions darts/models/forecasting/fft.py
Original file line number Diff line number Diff line change
Expand Up @@ -238,7 +238,7 @@ def __init__(
pd.Timestamp attributes that are relevant for the seasonality automatically.
trend
If set, indicates what kind of detrending will be applied before performing DFT.
Possible values: 'poly' or 'exp', for polynomial trend, or exponential trend, respectively.
Possible values: 'poly', 'exp' or None, for polynomial trend, exponential trend or no trend, respectively.
trend_poly_degree
The degree of the polynomial that will be used for detrending, if `trend='poly'`.

Expand Down Expand Up @@ -269,6 +269,20 @@ def __str__(self):
+ ")"
)

def _exp_trend(self, x):
"""Helper function, used to make FFT model pickable."""
return np.exp(self.trend_coefficients[1]) * np.exp(
self.trend_coefficients[0] * x
)

def _poly_trend(self, trend_coefficients):
"""Helper function, for consistency with the other trends"""
return np.poly1d(trend_coefficients)

def _null_trend(self, x):
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"""Helper function, used to make FFT model pickable."""
return 0

def fit(self, series: TimeSeries):
series = fill_missing_values(series)
super().fit(series)
Expand All @@ -277,19 +291,18 @@ def fit(self, series: TimeSeries):

# determine trend
if self.trend == "poly":
trend_coefficients = np.polyfit(
self.trend_coefficients = np.polyfit(
range(len(series)), series.univariate_values(), self.trend_poly_degree
)
self.trend_function = np.poly1d(trend_coefficients)
self.trend_function = self._poly_trend(self.trend_coefficients)
elif self.trend == "exp":
trend_coefficients = np.polyfit(
self.trend_coefficients = np.polyfit(
range(len(series)), np.log(series.univariate_values()), 1
)
self.trend_function = lambda x: np.exp(trend_coefficients[1]) * np.exp(
trend_coefficients[0] * x
)
self.trend_function = self._exp_trend
else:
self.trend_function = lambda x: 0
self.trend_coefficients = None
self.trend_function = self._null_trend

# subtract trend
detrended_values = series.univariate_values() - self.trend_function(
Expand Down