[ENH] Add missing test for forward output of TimeXer as proposed in #1936

[PranavBhatP]

What does this implement/fix? Explain your changes.

Adds the test for the output shapes of the forward method of TimeXer. The test checks the output contract for the model, which is being implemented in #1936. Currently skipped under test_timexer.py due to obvious causes of failure i.e current version of model on main is still not updated to the required output contract.

What should a reviewer concentrate their feedback on?

Did you add any tests for the change?

Any other comments?

PR checklist

• The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
• Added/modified tests
• Used pre-commit hooks when committing to ensure that code is compliant with hooks. Install hooks with pre-commit install.
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[fkiraly]

tests seem to be failing?

[PranavBhatP]

Everything seems to be fine on local, I'll take a look at the failure.

[PranavBhatP]

I think I found the cause, there was an unnecessary predict call inside the _integration function.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
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Additional details and impacted files

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  Coverage        ?   87.07%           
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  Files           ?      136           
  Lines           ?     8624           
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  Hits            ?     7509           
  Misses          ?     1115           
  Partials        ?        0           

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pytest	87.07% <ø> (?)

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[fkiraly]

waitasec, should there not be a test in TestAllEstimators too?

[PranavBhatP]

waitasec, should there not be a test in TestAllEstimators too?

the test in TestAllEstimators is more generic. it was working for the previous versions of this model as well. The link below shows how the output from forward is tested using model.predict with mode="raw".

https://github.com/sktime/pytorch-forecasting/blob/main/pytorch_forecasting/tests/test_all_estimators.py#L326
So I don't think we need to add one in TestAllEstimators. Please let me know, otherwise.
The specific case with respect to timexer is handled in this PR.

[fkiraly]

I am still a little confused, because:

• we found that TimeXer was nonconformant with a unified API
• the TestAllEstimators tests did and still pass

So, it appears that we are missing conformance tests in TestAllEstimators, since they did not detect the non-conformance in TimeXer!