From 0eedc00db3cc3472fb18f3b2473f45e1750b14aa Mon Sep 17 00:00:00 2001 From: andre_ramos Date: Thu, 5 Dec 2024 09:24:56 -0300 Subject: [PATCH] =?UTF-8?q?fix=20=CF=89=20param=20name?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- README.md | 2 +- paper_tests/m4_test/evaluate_model.jl | 2 +- paper_tests/m4_test/m4_test.py | 2 +- test/models/structural_model.jl | 2 +- 4 files changed, 4 insertions(+), 4 deletions(-) diff --git a/README.md b/README.md index 03e8d16..8388d9b 100644 --- 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 index 1f1055a..852da58 100644 --- 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 index 246c386..cf8836c 100644 --- 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 index 5413662..382aba7 100644 --- 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]