fix ω param name

LAMPSPUC · Dec 5, 2024 · 0eedc00 · 0eedc00
1 parent 800a1d5
commit 0eedc00
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Showing 4 changed files with 4 additions and 4 deletions.
diff --git a/README.md b/README.md
@@ -212,7 +212,7 @@ ss_model = BasicStructural(log_air_passengers, 12)
 set_initial_hyperparameters!(ss_model, Dict("sigma2_ε" => residuals_variances["ε"], 
                                          "sigma2_ξ" =>residuals_variances["ξ"], 
                                          "sigma2_ζ" =>residuals_variances["ζ"], 
-                                         "sigma2_ω" =>residuals_variances["ω"]))
+                                         "sigma2_ω" =>residuals_variances["ω_12"]))
 StateSpaceModels.fit!(ss_model)
 ```
 

diff --git a/paper_tests/m4_test/evaluate_model.jl b/paper_tests/m4_test/evaluate_model.jl
@@ -50,7 +50,7 @@ function evaluate_SSL(
         DataFrame(
             [
                 [model.output.residuals_variances["ξ"]],
-                [model.output.residuals_variances["ω"]],
+                [model.output.residuals_variances["ω_12"]],
                 [model.output.residuals_variances["ε"]],
                 [model.output.residuals_variances["ζ"]],
             ],

diff --git a/paper_tests/m4_test/m4_test.py b/paper_tests/m4_test/m4_test.py
@@ -52,7 +52,7 @@ def evaluate_ss(input, sample_size, init, hyperparameters_inicialization):
 results      = []
 results_init = []
 for i in range(0, 48000):
-    hyperparameters_inicialization = [ssl_init_df.loc[i]["ϵ"], ssl_init_df.loc[i]["ξ"],ssl_init_df.loc[i]["ζ"],ssl_init_df.loc[i]["ω"]]
+    hyperparameters_inicialization = [ssl_init_df.loc[i]["ϵ"], ssl_init_df.loc[i]["ξ"],ssl_init_df.loc[i]["ζ"],ssl_init_df.loc[i]["ω_12"]]
     results.append(evaluate_ss(dict_vec[i], 2794, False, hyperparameters_inicialization))
     results_init.append(evaluate_ss(dict_vec[i], 2794, True, hyperparameters_inicialization))
 

diff --git a/test/models/structural_model.jl b/test/models/structural_model.jl
@@ -315,7 +315,7 @@ end
     models = [Basic_Structural, Local_Level, Local_Linear_Trend1, Local_Linear_Trend2]
 
     empty_keys_vec = [
-        [], ["ν1", "ζ", "γ₁", "ω"], ["γ₁", "ω", "o"], ["γ₁", "ω", "o", "Exogenous_X"]
+        [], ["ν1", "ζ", "γ₁", "ω_2"], ["γ₁", "ω_2", "o"], ["γ₁", "ω_2", "o", "Exogenous_X"]
     ]
 
     exogs = [Exogenous_X1, Exogenous_X1, Exogenous_X1, Exogenous_X2]