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[BUG] SquaringResiduals: predict_quantiles and predict_intervals does not work when index does not start at 0 #4181

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fkiraly opened this issue Jan 31, 2023 · 1 comment
Open

[BUG] SquaringResiduals: predict_quantiles and predict_intervals does not work when index does not start at 0 #4181

fkiraly opened this issue Jan 31, 2023 · 1 comment
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bug Something isn't working module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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@fkiraly
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fkiraly commented Jan 31, 2023 •
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Same bug as #4173, for SquaringResiduals
See there for an explanation.

Code to reproduce the error:

from sktime.datasets import load_airline

y = load_airline()
y = y.reset_index(drop=True)
y = y[12:]

f.fit(y, fh=[1, 2, 3])
f.predict_interval()

Where f is an instance of one of the two forecasters.
@fkiraly fkiraly added bug Something isn't working module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting labels Jan 31, 2023
@fkiraly fkiraly mentioned this issue Jan 31, 2023
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@fkiraly fkiraly changed the title [BUG] SquaringResiduals and UnobservedComponents: predict_quantiles and predict_intervals does not work when index does not start at 0 [BUG] SquaringResidualsÖ predict_quantiles and predict_intervals does not work when index does not start at 0 Jan 31, 2023
@fkiraly fkiraly changed the title [BUG] SquaringResidualsÖ predict_quantiles and predict_intervals does not work when index does not start at 0 [BUG] SquaringResiduals: predict_quantiles and predict_intervals does not work when index does not start at 0 Jan 31, 2023
@fkiraly fkiraly mentioned this issue Jan 31, 2023
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@fkiraly
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fkiraly commented Jan 31, 2023

FYI @kcc-lion, any good ideas where to start?

@fkiraly fkiraly added this to Needs triage & validation in Bugfixing via automation Jan 31, 2023
fkiraly added a commit that referenced this issue Feb 6, 2023
@fkiraly
[BUG] AutoETS, UnobservedComponents: fix predict_interval for i…
e89681b 
…nteger based index not starting at zero (#4180)

Fixes #4173, the index generation in `AutoETS` and `UnobservedComponents` was wrong.

Also extends the `test_predict_interval` to test integer based indices (the default `_make_series` output starts at 3, not 0).

This covers the fix - it has also highlighed the same buggy behaviour in `SquaringResiduals` which seems to have a different cause.
As this is a different bug, it has been added to the bug tracker here #4181, and is excepted from tests temporarily.
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