[BUG] fix BATS and TBATS _predict_interval interface, part 2 (#…

…4505) With more test coverage on `predict_interval` from #4470, `BATS` and `TBATS` fail some in-sample cases. These were not addressed in #4492
sktime · Apr 23, 2023 · 06dfabb · 06dfabb
1 parent 2928e0b
commit 06dfabb
Showing 1 changed file with 15 additions and 11 deletions.
diff --git a/sktime/forecasting/base/adapters/_tbats.py b/sktime/forecasting/base/adapters/_tbats.py
@@ -194,9 +194,8 @@ def _tbats_forecast(self, fh):
 
         if not fh.is_all_in_sample(cutoff=self.cutoff):
             fh_out = fh.to_out_of_sample(cutoff=self.cutoff)
-            steps = fh_out.to_pandas().max()
+            steps = fh_out.to_pandas()[-1]
             y_out = self._forecaster.forecast(steps=steps, confidence_level=None)
-
         else:
             y_out = nans(len(fh))
 
@@ -227,17 +226,22 @@ def _tbats_forecast_interval(self, fh, conf_lev):
         """
         fh = fh.to_relative(cutoff=self.cutoff)
         fh_out = fh.to_out_of_sample(cutoff=self.cutoff)
-        steps = fh_out.to_pandas().max()
 
-        _, tbats_ci = self._forecaster.forecast(steps=steps, confidence_level=conf_lev)
-        out = pd.DataFrame(tbats_ci)
+        if not fh.is_all_in_sample(cutoff=self.cutoff):
+            steps = fh_out.to_pandas()[-1]
+            _, tbats_ci = self._forecaster.forecast(
+                steps=steps, confidence_level=conf_lev
+            )
+            out = pd.DataFrame(tbats_ci)
+            # pred_int
+            lower = pd.Series(out["lower_bound"])
+            upper = pd.Series(out["upper_bound"])
+            pred_int_oos = pd.DataFrame({"lower": lower, "upper": upper})
+            pred_int_oos = pred_int_oos.iloc[fh_out.to_indexer()]
+            pred_int_oos.index = fh_out.to_absolute_index(self.cutoff)
+        else:
+            pred_int_oos = pd.DataFrame(columns=["lower", "upper"])
 
-        # pred_int
-        lower = pd.Series(out["lower_bound"])
-        upper = pd.Series(out["upper_bound"])
-        pred_int_oos = pd.DataFrame({"lower": lower, "upper": upper})
-        pred_int_oos = pred_int_oos.iloc[fh_out.to_indexer()]
-        pred_int_oos.index = fh_out.to_absolute_index(self.cutoff)
         full_ix = fh.to_absolute_index(self.cutoff)
         pred_int = pred_int_oos.reindex(full_ix)