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Detect accumulation frequency #898

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sbfnk opened this issue Dec 17, 2024 · 10 comments
Open

Detect accumulation frequency #898

sbfnk opened this issue Dec 17, 2024 · 10 comments
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@sbfnk
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sbfnk commented Dec 17, 2024

          > I might also be in favour of some attempt to detect the accumulation in the current data to avoid having to respecify it

We could do that if all the gaps are equal. Same with the initial_accumulate argument.

Originally posted by @seabbs and @sbfnk in #867 (comment)

@sbfnk sbfnk added this to the CRAN v1.7 release milestone Dec 17, 2024
@jamesmbaazam jamesmbaazam changed the title Detect accumuation frequency Detect accumulation frequency Dec 17, 2024
@jamesmbaazam
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jamesmbaazam commented Dec 17, 2024

I would rather be in favour of letting the user control this as has been suggested in #867 (comment) and #867 (comment). As we've discussed in the linked issue, this only works well if the accumulation pattern is regular. If it's not, what do we do?

I wonder if we want to do the forecast accumulation in the modelling step or as a post-processing step?

For example, we could generate daily forecasts and have a post-processing function that accumulates the data in any pattern using a setup similar to what fill_missing() does. There might be some computational issues but might be worth exploring.

@seabbs
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seabbs commented Dec 17, 2024

I like the idea of telling people if it has happened and how to override it

@seabbs
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seabbs commented Dec 17, 2024

For example, we could generate daily forecasts and have a post-processing function that accumulates the data in any pattern using a setup similar to what fill_missing() does.

I like this idea a lot but it would require a lot of work to reduce the pipeline like nature of the output or to get people used to more steps at least

@sbfnk
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sbfnk commented Dec 17, 2024

If it's not, what do we do?

Nothing (i.e. the current default)?

@sbfnk
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sbfnk commented Dec 17, 2024

For example, we could generate daily forecasts and have a post-processing function that accumulates the data in any pattern using a setup similar to what fill_missing() does.

I like this idea a lot but it would require a lot of work to reduce the pipeline like nature of the output or to get people used to more steps at least

I agree it's a nice idea - in addition to this there's also the issue that currently in the model observation noise is applied after accumulation.

@seabbs
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seabbs commented Dec 17, 2024

in addition to this there's also the issue that currently in the model observation noise is applied after accumulation.

As in this is a model fault or makes this hard? I am not sure its a model fault but a choice?

@sbfnk
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sbfnk commented Dec 17, 2024

I'm not sure we'll be able to fit otherwise as the observation noise defines the likelihood and thus can only apply when there are observations.

@seabbs
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seabbs commented Dec 17, 2024

I think you could do it but not in any clean or reasonable way

@sbfnk sbfnk mentioned this issue Dec 17, 2024
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@jamesmbaazam
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I believe this has been addressed in #901 and should be closed?

@sbfnk
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sbfnk commented Jan 9, 2025

I believe this has been addressed in #901 and should be closed?

It was done for forecasts but not yet for initial_accumulate

@sbfnk sbfnk self-assigned this Jan 9, 2025
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