How long does this usually take to run? Generating the fitted values seems to take a long time, and I ended up canceling.

fcst = StatsForecast(df=Y_df_train, 
                     models=[ETS(season_length=4, model='ZZA')], 
                     freq='QS', n_jobs=-1)
Y_hat_df = fcst.forecast(h=8, fitted=True)
Y_fitted_df = fcst.forecast_fitted_values()

https://github.com/Nixtla/hierarchicalforecast/blob/main/nbs/examples/AustralianDomesticTourism.ipynb

Hi Ginger. Executing that cell took a minute in Colab. I just did it, so maybe re-start again your execution and try again.

Do you have anything else running? That n_jobs=-1 might be competing for resources with something else?

Thank you @Mariana Menchero and @Kevin Kho for the help. I took out n_jobs=-1, and it ran in 59 seconds. 😃.

Great, @Ginger Holt! 🙌

@fede (nixtla) (they/them): I am using Databricks: https://learn.microsoft.com/en-us/azure/databricks/release-notes/runtime/10.4 which has these System environment parameters: • Operating System: Ubuntu 20.04.4 LTS • Java: Zulu 8.56.0.21-CA-linux64 • Scala: 2.12.14 • Python: 3.8.10 • R: 4.1.2 • Delta Lake: 1.1.0

@Ginger Holt do you need to train multiple models on different partitions of the dataframe?