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Remove unnecessary levels from multiindex columns to fix DifferencingTransform.inverse_transform #503

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merged 4 commits into from Feb 7, 2022

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@Mr-Geekman Mr-Geekman commented Feb 4, 2022

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Look #499.

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#499.

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Closes #499.

@Mr-Geekman Mr-Geekman added the bug Something isn't working label Feb 4, 2022
@Mr-Geekman Mr-Geekman self-assigned this Feb 4, 2022
@Mr-Geekman Mr-Geekman marked this pull request as ready for review February 4, 2022 16:18
@Mr-Geekman Mr-Geekman changed the title Add removing unnecessary levels from multiindex columns to fix DifferencingTransform Add removing unnecessary levels from multiindex columns to fix DifferencingTransform.inverse_transform Feb 4, 2022
@Mr-Geekman Mr-Geekman changed the title Add removing unnecessary levels from multiindex columns to fix DifferencingTransform.inverse_transform Remove unnecessary levels from multiindex columns to fix DifferencingTransform.inverse_transform Feb 4, 2022
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codecov-commenter commented Feb 4, 2022

Codecov Report

Merging #503 (6d92d86) into master (cd37bbd) will increase coverage by 0.00%.
The diff coverage is 100.00%.

Impacted file tree graph

@@           Coverage Diff           @@
##           master     #503   +/-   ##
=======================================
  Coverage   87.80%   87.80%           
=======================================
  Files         115      115           
  Lines        5454     5455    +1     
=======================================
+ Hits         4789     4790    +1     
  Misses        665      665           
Impacted Files Coverage Δ
etna/transforms/math/differencing.py 100.00% <100.00%> (ø)

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@martins0n martins0n self-requested a review February 7, 2022 07:49
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We should add test case

@@ -96,6 +96,8 @@ def fit(self, df: pd.DataFrame) -> "_SingleDifferencingTransform":

self._train_init_dict[current_segment] = cur_series[: self.period]
self._test_init_df = fit_df.iloc[-self.period :, :]
# make multiindex levels consistent
self._test_init_df.columns = self._test_init_df.columns.remove_unused_levels()
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Can we not use remove_unused_levels?

Is it the root cause?

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It is a solution to the problem. After creation of fit_df values for old columns remains in MultiIndex and it leads to errors during set_names.

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👍

@martins0n martins0n merged commit d8ace91 into master Feb 7, 2022
@martins0n martins0n deleted the issue-499 branch February 7, 2022 15:59
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[BUG] DifferencingTransform inverse transform bug
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