docs: fix swapped xreg_mode descriptions and typo in error message
Apply changes from PR #366 by @cj-wong: - Correct xreg_mode docstring: descriptions for 'xreg + timesfm' and 'timesfm + xreg' were swapped - Fix 'covaraites' -> 'covariates' typo in error message
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@@ -221,9 +221,10 @@ class TimesFM_2p5:
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dynamic_categorical_covariates: A dict of dynamic categorical covariates.
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static_numerical_covariates: A dict of static numerical covariates.
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static_categorical_covariates: A dict of static categorical covariates.
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xreg_mode: one of "xreg + timesfm" or "timesfm + xreg". "timesfm + xreg"
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fits a model on the residuals of the TimesFM forecast. "xreg + timesfm"
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fits a model on the targets then forecasts on the residuals via TimesFM.
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xreg_mode: one of "xreg + timesfm" or "timesfm + xreg". "xreg + timesfm"
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first fits an XReg model on the targets, then uses TimesFM to forecast
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the residuals. "timesfm + xreg" first runs TimesFM to get a forecast,
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then fits an XReg model on the residuals of that forecast.
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normalize_xreg_target_per_input: whether to normalize the xreg target per
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input in the given batch.
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ridge: ridge penalty for the linear model.
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@@ -285,7 +286,7 @@ class TimesFM_2p5:
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if test_lens[-1] > self.forecast_config.max_horizon:
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raise ValueError(
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"Forecast horizon length inferred from the dynamic covaraites is longer than the"
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"Forecast horizon length inferred from the dynamic covariates is longer than the"
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f"max_horizon defined in the forecast config: {test_lens[-1]} > {self.forecast_config.max_horizon=}."
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)
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