fix fitted values for sparse models (#775)

Nixtla · Feb 5, 2024 · 28f567b · 28f567b
1 parent 9d75d22
commit 28f567b
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Showing 7 changed files with 364 additions and 108 deletions.
diff --git a/nbs/src/core/models.ipynb b/nbs/src/core/models.ipynb
diff --git a/nbs/src/utils.ipynb b/nbs/src/utils.ipynb
@@ -301,7 +301,12 @@
  " fitted_vals = np.full(y.size, np.nan, np.float32)\n",
  " fitted_vals[1:] = np.roll(y, 1)[1:]\n",
  " fcst['fitted'] = fitted_vals\n",
- " return fcst"
+ " return fcst\n",
+ "\n",
+ "def _ensure_float(x: np.ndarray) -> np.ndarray:\n",
+ " if x.dtype not in (np.float32, np.float64):\n",
+ " x = x.astype(np.float32)\n",
+ " return x"
  ]
  },
  {

diff --git a/settings.ini b/settings.ini
@@ -8,7 +8,7 @@ author = Nixtla
 author_email = [email protected]
 copyright = Nixtla Inc.
 branch = main
-version = 1.7.2
+version = 1.7.3
 min_python = 3.8
 audience = Developers
 language = English

diff --git a/statsforecast/__init__.py b/statsforecast/__init__.py
@@ -1,4 +1,4 @@
-__version__ = "1.7.2"
+__version__ = "1.7.3"
 __all__ = ["StatsForecast"]
 from .core import StatsForecast
 from .distributed import fugue # noqa
diff --git a/statsforecast/_modidx.py b/statsforecast/_modidx.py
@@ -672,13 +672,19 @@
  'statsforecast.models._add_fitted_pi': ( 'src/core/models.html#_add_fitted_pi',
  'statsforecast/models.py'),
  'statsforecast.models._adida': ('src/core/models.html#_adida', 'statsforecast/models.py'),
+ 'statsforecast.models._chunk_forecast': ( 'src/core/models.html#_chunk_forecast',
+ 'statsforecast/models.py'),
  'statsforecast.models._chunk_sums': ('src/core/models.html#_chunk_sums', 'statsforecast/models.py'),
  'statsforecast.models._croston_classic': ( 'src/core/models.html#_croston_classic',
  'statsforecast/models.py'),
  'statsforecast.models._croston_optimized': ( 'src/core/models.html#_croston_optimized',
  'statsforecast/models.py'),
  'statsforecast.models._croston_sba': ('src/core/models.html#_croston_sba', 'statsforecast/models.py'),
  'statsforecast.models._demand': ('src/core/models.html#_demand', 'statsforecast/models.py'),
+ 'statsforecast.models._expand_fitted_demand': ( 'src/core/models.html#_expand_fitted_demand',
+ 'statsforecast/models.py'),
+ 'statsforecast.models._expand_fitted_intervals': ( 'src/core/models.html#_expand_fitted_intervals',
+ 'statsforecast/models.py'),
  'statsforecast.models._get_conformal_method': ( 'src/core/models.html#_get_conformal_method',
  'statsforecast/models.py'),
  'statsforecast.models._historic_average': ( 'src/core/models.html#_historic_average',
@@ -764,6 +770,7 @@
  'statsforecast.utils._calculate_intervals': ( 'src/utils.html#_calculate_intervals',
  'statsforecast/utils.py'),
  'statsforecast.utils._calculate_sigma': ('src/utils.html#_calculate_sigma', 'statsforecast/utils.py'),
+ 'statsforecast.utils._ensure_float': ('src/utils.html#_ensure_float', 'statsforecast/utils.py'),
  'statsforecast.utils._naive': ('src/utils.html#_naive', 'statsforecast/utils.py'),
  'statsforecast.utils._quantiles': ('src/utils.html#_quantiles', 'statsforecast/utils.py'),
  'statsforecast.utils._repeat_val': ('src/utils.html#_repeat_val', 'statsforecast/utils.py'),