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Forecast Sheet: count hindcast rows against the work limit
MAX_WORK bounded history rows x forecast rows, but a Forecast Start inside the history adds a hindcast row for every history point after it, each holding the same ETS formulas that refit the model over the history before the start. Those rows were not counted, so a start in the middle of 10,000 rows of history built millions of uncharged model fits per recalculation. The forecast row cap is now computed from the rows the model is fit to, after subtracting the hindcast rows; a start so early that the hindcast alone passes the limit is refused, and the default number of periods stays within the cap.
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@@ -36,6 +36,20 @@ fn max_periods(history: usize) -> u32 {
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u32::try_from(MAX_WORK / h).unwrap_or(u32::MAX).clamp(1, MAX_PERIODS)
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}
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/// Most forecast rows when the model is fit to the first `fit` of `history` rows. With a Forecast
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/// Start inside the history, every row after it is forecast too (a hindcast row holds the same
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/// ETS formulas, each refitting the model over the `fit` rows), so those rows count against
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/// [`MAX_WORK`] before any forecast row does. `None` when the hindcast alone exceeds it.
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fn max_periods_from(history: usize, fit: usize) -> Option<u32> {
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if fit >= history {
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return Some(max_periods(history));
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}
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let f = u64::try_from(fit).unwrap_or(u64::MAX).max(1);
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let hindcast = u64::try_from(history - fit).unwrap_or(u64::MAX);
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let rest = (MAX_WORK / f).checked_sub(hindcast).filter(|r| *r >= 1)?;
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Some(u32::try_from(rest).unwrap_or(u32::MAX).min(MAX_PERIODS))
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}
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pub fn specs() -> Vec<CommandSpec> {
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vec![cmd!(
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"data.forecastSheet",
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@@ -257,13 +271,15 @@ fn forecast_sheet(s: &mut Session, p: &Json) -> Result<Json> {
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}
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}
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};
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let cap = max_periods(rows.len());
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let cap = max_periods_from(rows.len(), fit).ok_or_else(|| {
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EngineError::Other("The forecast start is too early for this much history: choose a later forecast start or less history.".into())
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})?;
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let periods = match end {
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Some(end) => steps_to(&timeline, end, cap)?,
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None => match number(p, "periods")? {
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Some(n) if n >= 1.0 && n.ceil() <= f64::from(cap) => n.ceil() as u32,
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Some(_) => return Err(bad(CMD, format!("`periods` is from 1 to {cap} for {} rows of history", rows.len()))),
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None => default_periods(rows.len()),
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None => default_periods(rows.len()).min(cap),
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},
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};
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let future: Vec<f64> =
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@@ -530,6 +546,32 @@ mod tests {
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assert_eq!(s.doc().unwrap().wb.sheets.len(), sheets - 1);
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}
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#[test]
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fn hindcast_rows_count_against_the_work_limit() {
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use super::{MAX_WORK, max_periods, max_periods_from};
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assert_eq!(max_periods_from(1_300, 1_300), Some(max_periods(1_300)));
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// 2,000 rows fit to the first 1,899: 101 hindcast rows, then 162 forecast rows.
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assert_eq!(max_periods_from(2_000, 1_899), Some(162));
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// Fit to the first 1,000: the 1,000 hindcast rows alone are twice the limit.
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assert_eq!(max_periods_from(2_000, 1_000), None);
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for (h, f) in [(2_000usize, 1_899usize), (10_000, 9_990), (100, 2), (60, 50)] {
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if let Some(p) = max_periods_from(h, f) {
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assert!((u64::from(p) + (h - f) as u64) * f as u64 <= MAX_WORK, "{h} {f}");
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}
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}
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let mut s = Session::new();
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s.new_workbook();
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let mut rows = vec![json!(["t", "y"])];
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rows.extend((1..=2_000).map(|t| json!([t, (t % 7) as f64 + t as f64 * 0.5])));
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s.execute("range.setValues", json!({"range": "A1", "values": rows})).unwrap();
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let sheets = s.doc().unwrap().wb.sheets.len();
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let err = s.execute("data.forecastSheet", json!({"range": "A1:B2001", "forecastStart": 1_001})).expect_err("hindcast too long");
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assert!(err.to_string().contains("forecast start is too early"), "{err}");
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let err = s.execute("data.forecastSheet", json!({"range": "A1:B2001", "forecastStart": 1_900, "periods": 163})).expect_err("past the cap");
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assert!(err.to_string().contains("from 1 to 162"), "{err}");
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assert_eq!(s.doc().unwrap().wb.sheets.len(), sheets);
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}
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#[test]
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fn history_and_periods_are_capped() {
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use super::{MAX_HISTORY, MAX_PERIODS, MAX_WORK, default_periods, max_periods};
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