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Add exogenous interaction terms#8

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nimish wants to merge 2 commits intomainfrom
feat/tsgam-exog-interactions
Open

Add exogenous interaction terms#8
nimish wants to merge 2 commits intomainfrom
feat/tsgam-exog-interactions

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@nimish nimish commented Apr 22, 2026

Summary

  • add estimator-level interaction_pairs for exact two-way exogenous interaction terms built from each factor's lag=0 response block
  • validate pair definitions and include interaction contributions during fit, prediction, and AR baseline sampling
  • cover the new behavior with dedicated interaction tests plus a non-hourly regression

Test plan

  • uv run --project /Users/nimish/Projects/bennet/estimator/.worktrees/tsgam-exog-interactions --directory /Users/nimish/Projects/bennet/estimator/.worktrees/tsgam-exog-interactions pytest test/test_tsgam_exog_interactions.py test/test_tsgam_multi_frequency.py test/test_tsgam_trend.py -q

Made with Cursor

Support exact two-way interaction pairs between exogenous response blocks so additive models can capture coupled effects while preserving the existing trend and prediction APIs.

Made-with: Cursor
@nimish nimish requested a review from bmeyers April 22, 2026 18:46
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github-actions Bot commented Apr 22, 2026

Test Results

164 tests  +20   164 ✅ +20   53s ⏱️ -1s
  1 suites ± 0     0 💤 ± 0 
  1 files   ± 0     0 ❌ ± 0 

Results for commit 85ad7e1. ± Comparison against base commit 411b541.

♻️ This comment has been updated with latest results.

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Coverage report

Click to see where and how coverage changed

FileStatementsMissingCoverageCoverage
(new stmts)
Lines missing
  src/tsgam_estimator
  tsgam_estimator.py 1344-1345, 1888, 2012, 2017, 2028, 2107-2108, 2145-2150
Project Total  

This report was generated by python-coverage-comment-action

Cover linear/spline and spline/spline pairings explicitly so the interactions PR verifies the supported basis combinations without changing the strict duplicate-pair validation.

Made-with: Cursor
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