StatsForecast has an option called fallback model where we s

Question

StatsForecast has an option called fallback model where we specify what model to use if the main one fails e g SeasonalNaive How do we know after the forecast is done where it used the main model and where it switched to the fallback model

Mariana Menchero · Answer

Hi Farzad That functionality is not available yet but we re working on it In the meantime you can generate a Naive model for all your data and then compare it with your forecast

Farzad E · Answer

Oh That s weird Sometimes I get an error if I remove the fallback option but it works when I put the fallback in I actually don t want it to fall back to any model Initially I included the fallback because the example from the documentation did it Now I include it because if I don t then I get a weird error sometimes

Farzad E · Answer

I think this error might come from AutoCES but it s interesting that when I include the fallback option it does not error out

Farzad E · Answer

Seems like it has something to do with parallel execution and the async calls But it doesn t happen with other models and it goes away if fallback option is used

Farzad E · Answer

If fallback model is not implemented then this behavior must be some glitch Somehow it cancels out the other error

Mariana Menchero · Answer

No when I said that functionality is not available I meant knowing which time series were forecasted using the fallback model

Farzad E · Answer

Oh I misunderstood Sorry about that

Mariana Menchero · Answer

the fallback model is implemented already and works well In your case there is probably one or more time series where the AutoCES can t be generated and hence it defaults to the seasonal naive

Farzad E · Answer

Yeah that was what I was thinking I misunderstood your first comment Thanks for clarifying

Mariana Menchero · Answer

No problem I think I wasn t clear enough and I can see how you misunderstood it sweat smile