diff --git a/src/timesfm/timesfm_2p5/timesfm_2p5_base.py b/src/timesfm/timesfm_2p5/timesfm_2p5_base.py index 22f0df7..151abcb 100644 --- a/src/timesfm/timesfm_2p5/timesfm_2p5_base.py +++ b/src/timesfm/timesfm_2p5/timesfm_2p5_base.py @@ -221,9 +221,10 @@ class TimesFM_2p5: dynamic_categorical_covariates: A dict of dynamic categorical covariates. static_numerical_covariates: A dict of static numerical covariates. static_categorical_covariates: A dict of static categorical covariates. - xreg_mode: one of "xreg + timesfm" or "timesfm + xreg". "timesfm + xreg" - fits a model on the residuals of the TimesFM forecast. "xreg + timesfm" - fits a model on the targets then forecasts on the residuals via TimesFM. + xreg_mode: one of "xreg + timesfm" or "timesfm + xreg". "xreg + timesfm" + first fits an XReg model on the targets, then uses TimesFM to forecast + the residuals. "timesfm + xreg" first runs TimesFM to get a forecast, + then fits an XReg model on the residuals of that forecast. normalize_xreg_target_per_input: whether to normalize the xreg target per input in the given batch. ridge: ridge penalty for the linear model. @@ -285,7 +286,7 @@ class TimesFM_2p5: if test_lens[-1] > self.forecast_config.max_horizon: raise ValueError( - "Forecast horizon length inferred from the dynamic covaraites is longer than the" + "Forecast horizon length inferred from the dynamic covariates is longer than the" f"max_horizon defined in the forecast config: {test_lens[-1]} > {self.forecast_config.max_horizon=}." )