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Add comments to code explaining covariate support in deepAR.

Add new tests for changes to function set_index_and_fill_missing_time_steps for covariates.

@Pajaraja Pajaraja requested a review from Copilot October 21, 2025 08:37
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Pull Request Overview

This PR adds documentation and test coverage for covariate support in the DeepAR forecasting model. The changes clarify how covariates are handled during preprocessing, particularly around forward/backward filling and alignment with timestamps.

Key changes:

  • Added explanatory comments in utils.py and model.py describing covariate handling logic
  • Added two new test cases validating covariate preprocessing for both single and multi-series scenarios

Reviewed Changes

Copilot reviewed 3 out of 3 changed files in this pull request and generated 2 comments.

File Description
runtime/tests/automl_runtime/forecast/deepar/utils_test.py Added two new test methods to verify covariate forward/backward filling and alignment for uni- and multi-timeseries cases
runtime/databricks/automl_runtime/forecast/deepar/utils.py Enhanced comments explaining covariate filling behavior and rationale for not filling target column
runtime/databricks/automl_runtime/forecast/deepar/model.py Added comments documenting preprocessing steps, covariate aggregation strategy, and GluonTS dataset format requirements

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@Pajaraja Pajaraja merged commit 7a434f9 into databricks:branch-0.2.20.11 Oct 23, 2025
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