[MRG+1] Fix bug related to window_start index in RollingForecastCV. F…

…ix the t… (#413) * Fix bug related to window_start index in RollingForecastCV. Fix the test related to this class that also had a bug. * Fix bug related to window_start index in RollingForecastCV. Fix the test related to this class that also had a bug.
alkaline-ml · Feb 24, 2021 · 1761972 · 1761972
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commit 1761972
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Showing 2 changed files with 8 additions and 8 deletions.
diff --git a/pmdarima/model_selection/_split.py b/pmdarima/model_selection/_split.py
@@ -243,14 +243,14 @@ def _iter_train_test_indices(self, y, X):
         # guarantee that the forecasting horizon will not over-index the series
         all_indices = np.arange(n_samples)
         window_start = 0
+        window_end = initial
         while True:
-            window_end = window_start + initial
             if window_end + h > n_samples:
                 break
 
             train_indices = all_indices[window_start: window_end]
             test_indices = all_indices[window_end: window_end + h]
-            window_start += step
+            window_end += step
 
             yield train_indices, test_indices
 

diff --git a/pmdarima/model_selection/tests/test_split.py b/pmdarima/model_selection/tests/test_split.py
@@ -136,12 +136,12 @@ def test_rolling_forecast_cv_bad_splits():
 
     expected = [
         (np.arange(0, 90), np.array([90, 91, 92, 93])),
-        (np.arange(1, 91), np.array([91, 92, 93, 94])),
-        (np.arange(2, 92), np.array([92, 93, 94, 95])),
-        (np.arange(3, 93), np.array([93, 94, 95, 96])),
-        (np.arange(4, 94), np.array([94, 95, 96, 97])),
-        (np.arange(5, 95), np.array([95, 96, 97, 98])),
-        (np.arange(6, 96), np.array([96, 97, 98, 99])),
+        (np.arange(0, 91), np.array([91, 92, 93, 94])),
+        (np.arange(0, 92), np.array([92, 93, 94, 95])),
+        (np.arange(0, 93), np.array([93, 94, 95, 96])),
+        (np.arange(0, 94), np.array([94, 95, 96, 97])),
+        (np.arange(0, 95), np.array([95, 96, 97, 98])),
+        (np.arange(0, 96), np.array([96, 97, 98, 99])),
     ]
 
     # should be 7