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add inverse transform as final step in forecast method; also rephrase… #316

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Nov 25, 2021
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3 changes: 2 additions & 1 deletion etna/pipeline/pipeline.py
Original file line number Diff line number Diff line change
Expand Up @@ -106,6 +106,7 @@ def fit(self, ts: TSDataset) -> "Pipeline":
self.ts = ts
self.ts.fit_transform(self.transforms)
self.model.fit(self.ts)
self.ts.inverse_transform()
return self

def _forecast_prediction_interval(self, future: TSDataset) -> TSDataset:
Expand Down Expand Up @@ -169,7 +170,7 @@ def _validate_backtest_n_folds(n_folds: int):

@staticmethod
def _validate_backtest_dataset(ts: TSDataset, n_folds: int, horizon: int):
"""Check that all the given timestamps have enough timestamp points to validate forecaster with given number of splits."""
"""Check all segments have enough timestamps to validate forecaster with given number of splits."""
min_required_length = horizon * n_folds
segments = set(ts.df.columns.get_level_values("segment"))
for segment in segments:
Expand Down
36 changes: 14 additions & 22 deletions examples/get_started.ipynb

Large diffs are not rendered by default.

1 change: 1 addition & 0 deletions tests/test_pipeline/test_pipeline.py
Original file line number Diff line number Diff line change
Expand Up @@ -70,6 +70,7 @@ def test_fit(example_tsds):
pipeline = Pipeline(model=model, transforms=transforms, horizon=5)
pipeline.fit(example_tsds)
original_ts.fit_transform(transforms)
original_ts.inverse_transform()
assert np.all(original_ts.df.values == pipeline.ts.df.values)


Expand Down