ARIMA level/quantile compatibility, missing nbdev_flow, protected gif #102
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Additionally, we need to change the following line (AutoARIMA class, predict method), statsforecast/statsforecast/arima.py Line 2422 in 85253e5 The line orders the low levels; the proposed change makes it unnecessary. We just have to remove the |
AzulGarza
approved these changes
May 2, 2022
AzulGarza
requested changes
May 2, 2022
statsforecast/arima.py
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| @@ -2451,7 +2451,7 @@ def predict_in_sample(self, level: Optional[Union[int, Tuple[int]]] = None): | |||
| lo = pd.DataFrame( | |||
| fitted_values.values.reshape(-1, 1) - quantiles * se.reshape(-1, 1), | |||
| columns=[f'lo_{l}%' for l in _level], | |||
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We have to include reversed here for _level.
kdgutier
changed the title
AzulGarza
approved these changes
May 3, 2022
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models.auto_arimafor quantile parsing compatibility.nbdev_flow