fix seasonality bug in theta forecaster

Author: skjoracle

ads/opctl/operator/lowcode/forecast/model/theta.py

@@ -8,6 +8,7 @@
 import optuna
 import pandas as pd
 from joblib import Parallel, delayed
+from optuna.trial import TrialState
 from sktime.forecasting.base import ForecastingHorizon
 from sktime.forecasting.theta import ThetaForecaster
 from sktime.performance_metrics.forecasting import mean_squared_error, \
@@ -100,8 +101,6 @@ def _train_model(self, i, series_id, df: pd.DataFrame, model_kwargs: Dict[str, A
             target = self.spec.target_column
 
             freq_str, sp = normalize_freq(data_i.index)
-            if freq_str is not None:
-                data_i = data_i.asfreq(freq_str)
 
             y = data_i[target]
 
@@ -252,6 +251,19 @@ def objective(trial):
         study = optuna.create_study(direction="minimize")
         trials = DEFAULT_TRIALS if self.spec.tuning.n_trials is None else self.spec.tuning.n_trials
         study.optimize(objective, n_trials=trials)
+
+        completed_trials = [
+            t for t in study.trials
+            if t.state == TrialState.COMPLETE
+        ]
+
+        if not completed_trials:
+            print(
+                "Theta tuning produced no completed trials. "
+                "Falling back to default parameters."
+            )
+            return model_kwargs_i
+
         model_kwargs_i["deseasonalize_model"] = study.best_params["deseasonalize_model"]
         model_kwargs_i["deseasonalize"] = study.best_params["deseasonalize"]
         return model_kwargs_i

tests/operators/forecast/test_errors.py

@@ -817,7 +817,7 @@ def test_date_format(operator_setup, model):
 @pytest.mark.parametrize("model", MODELS)
 def test_what_if_analysis(operator_setup, model):
     os.environ["TEST_MODE"] = "True"
-    if model in ["auto-select", "lgbforecast"]:
+    if model in ["auto-select", "lgbforecast", "theta"]:
         pytest.skip("Skipping what-if scenario for auto-select")
     tmpdirname = operator_setup
     historical_data_path, additional_data_path = setup_small_rossman()