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[BUG] change index match to integer in _StatsModelsAdapter predict #5642

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merged 3 commits into from Dec 24, 2023
Merged

[BUG] change index match to integer in _StatsModelsAdapter predict #5642

merged 3 commits into from Dec 24, 2023

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ciaran-g
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@ciaran-g ciaran-g commented Dec 19, 2023 •
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Reference Issues/PRs

Fixes #5641

What does this implement/fix? Explain your changes.

Rather than convert to period just use the integer positions in _StatsModelsAdapter

Does your contribution introduce a new dependency? If yes, which one?

No

What should a reviewer concentrate their feedback on?

Did you add any tests for the change?

Any other comments?

PR checklist

For all contributions
  • The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.

yarnabrina
yarnabrina requested changes Dec 19, 2023
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Thank you for finding and fixing this bug.

Can you please also modify for probabilistic forecasts? For example, predict_interval for SARIMAX fails with similar error as you showed in the linked issue.

@ciaran-g
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Can you please also modify for probabilistic forecasts? For example, predict_interval for SARIMAX fails with similar error as you showed in the linked issue.

Good shout 👍 addressed

@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting bugfix Fixes a known bug or removes unintended behavior labels Dec 22, 2023
fkiraly
fkiraly approved these changes Dec 22, 2023
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Hm, looks sensible, although I wonder whether this should not be using one of the methods of ForecastingHorizon. Not blocking though.

@fkiraly fkiraly merged commit d4a3490 into sktime:main Dec 24, 2023
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@fkiraly fkiraly fkiraly approved these changes

@achieveordie achieveordie Awaiting requested review from achieveordie achieveordie is a code owner

@benHeid benHeid Awaiting requested review from benHeid benHeid is a code owner

@yarnabrina yarnabrina Awaiting requested review from yarnabrina yarnabrina is a code owner

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bugfix Fixes a known bug or removes unintended behavior module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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[BUG] convert to period bug in _StatsModelsAdapter
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@ciaran-g @fkiraly @yarnabrina