From 13c0b35fa6c80b83c9222f465e5d561a36c71142 Mon Sep 17 00:00:00 2001
From: Jacky Jang <39112330+V-nguard@users.noreply.github.com>
Date: Fri, 20 Sep 2024 14:56:56 -0400
Subject: [PATCH] breaking: allowmean and allowdrift True by default in
 AutoARIMA  (#918)

---
 .pre-commit-config.yaml          | 2 +-
 experiments/m3/src/data.py       | 1 -
 experiments/m3/src/evaluation.py | 5 ++---
 experiments/m3/src/experiment.py | 4 +---
 nbs/src/core/models.ipynb        | 4 ++--
 python/statsforecast/models.py   | 4 ++--
 settings.ini                     | 2 +-
 7 files changed, 9 insertions(+), 13 deletions(-)

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index c3117a51e..ecf6e5de1 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -25,4 +25,4 @@ repos:
     hooks:
       - id: mypy
         args: [--ignore-missing-imports]
-        exclude: 'setup.py'
+        exclude: (experiments|setup.py)
diff --git a/experiments/m3/src/data.py b/experiments/m3/src/data.py
index efa81148a..2a0588787 100644
--- a/experiments/m3/src/data.py
+++ b/experiments/m3/src/data.py
@@ -1,5 +1,4 @@
 import fire
-import pandas as pd
 from datasetsforecast.m3 import M3, M3Info
 
 dict_datasets = {
diff --git a/experiments/m3/src/evaluation.py b/experiments/m3/src/evaluation.py
index 4a082ecfe..c5e6ea3cf 100644
--- a/experiments/m3/src/evaluation.py
+++ b/experiments/m3/src/evaluation.py
@@ -1,7 +1,6 @@
 from itertools import product
 
 import fire
-import numpy as np
 import pandas as pd
 from datasetsforecast.losses import mape, smape
 
@@ -50,11 +49,11 @@ def main(test: bool = False):
     time = evaluation.query('metric=="time"').T
     if test:
         expected_results = {
-            'AutoARIMA': 4.57,
+            'AutoARIMA': 4.46,
             'CES': 4.85, 
             'AutoETS': 4.35, 
             'DynamicOptimizedTheta': 4.54,
-            'StatisticalEnsemble': 4.23,
+            'StatisticalEnsemble': 4.3,
         }
         expected_results = pd.Series(expected_results)
         pd.testing.assert_series_equal(
diff --git a/experiments/m3/src/experiment.py b/experiments/m3/src/experiment.py
index 96d367258..a95c07c9a 100644
--- a/experiments/m3/src/experiment.py
+++ b/experiments/m3/src/experiment.py
@@ -1,6 +1,5 @@
 import os
 import time
-from functools import partial
 from multiprocessing import cpu_count
 os.environ['NIXTLA_NUMBA_RELEASE_GIL'] = '1'
 os.environ['NIXTLA_NUMBA_CACHE'] = '1'
@@ -11,8 +10,7 @@
 from statsforecast import StatsForecast
 from statsforecast.models import (
         AutoTheta, AutoETS, AutoCES,AutoARIMA,
-        Theta, OptimizedTheta, 
-        DynamicTheta, DynamicOptimizedTheta
+        DynamicOptimizedTheta
 )
 from statsforecast.utils import AirPassengers as ap
 
diff --git a/nbs/src/core/models.ipynb b/nbs/src/core/models.ipynb
index 2fce44a4a..947cd11a4 100644
--- a/nbs/src/core/models.ipynb
+++ b/nbs/src/core/models.ipynb
@@ -500,8 +500,8 @@
     "        test_kwargs: Optional[str] = None,\n",
     "        seasonal_test: str = 'seas',\n",
     "        seasonal_test_kwargs: Optional[Dict] = None,\n",
-    "        allowdrift: bool = False,\n",
-    "        allowmean: bool = False,\n",
+    "        allowdrift: bool = True,\n",
+    "        allowmean: bool = True,\n",
     "        blambda: Optional[float] = None,\n",
     "        biasadj: bool = False,\n",
     "        season_length: int = 1,\n",
diff --git a/python/statsforecast/models.py b/python/statsforecast/models.py
index 23a3d5570..dad5285ce 100644
--- a/python/statsforecast/models.py
+++ b/python/statsforecast/models.py
@@ -289,8 +289,8 @@ def __init__(
         test_kwargs: Optional[str] = None,
         seasonal_test: str = "seas",
         seasonal_test_kwargs: Optional[Dict] = None,
-        allowdrift: bool = False,
-        allowmean: bool = False,
+        allowdrift: bool = True,
+        allowmean: bool = True,
         blambda: Optional[float] = None,
         biasadj: bool = False,
         season_length: int = 1,
diff --git a/settings.ini b/settings.ini
index 484fb4df4..2effbb377 100644
--- a/settings.ini
+++ b/settings.ini
@@ -21,7 +21,7 @@ ray_requirements = fugue[ray]>=0.8.1 protobuf>=3.15.3,<4.0.0 numpy<2 pandas<2.2
 dask_requirements = fugue[dask]>=0.8.1
 spark_requirements = fugue[spark]>=0.8.1
 plotly_requirements = plotly plotly-resampler
-dev_requirements = black datasetsforecast fire nbdev nbformat nbdev_plotly pandas[plot] pmdarima polars[numpy] pre-commit prophet pyarrow pybind11 pytest scikit-learn setuptools<70 supersmoother
+dev_requirements = black datasetsforecast fire nbdev==2.3.25 nbformat nbdev_plotly pandas[plot] pmdarima polars[numpy] pre-commit prophet pyarrow pybind11 pytest scikit-learn setuptools<70 supersmoother
 nbs_path = nbs
 doc_path = _docs
 recursive = True