Propagate static covs and hierarchy in missing value filler (#1076)

* Propagate static covs and hierarchy in missing value filler

* Fix typo

darts/tests/dataprocessing/transformers/test_missing_values_filler.py

@@ -10,10 +10,15 @@
 class MissingValuesFillerTestCase(unittest.TestCase):
 
     time = pd.date_range("20130101", "20130130")
+    static_covariate = pd.DataFrame({"0": [1]})
 
-    const_series = TimeSeries.from_times_and_values(time, np.array([2.0] * len(time)))
+    const_series = TimeSeries.from_times_and_values(
+        time, np.array([2.0] * len(time)), static_covariates=static_covariate
+    )
     const_series_with_holes = TimeSeries.from_times_and_values(
-        time, np.array([2.0] * 10 + [np.nan] * 5 + [2.0] * 10 + [np.nan] * 5)
+        time,
+        np.array([2.0] * 10 + [np.nan] * 5 + [2.0] * 10 + [np.nan] * 5),
+        static_covariates=static_covariate,
     )
 
     lin = [float(i) for i in range(len(time))]
@@ -36,3 +41,11 @@ def test_fill_lin_series_with_auto_value(self):
         auto_transformer = MissingValuesFiller()
         transformed = auto_transformer.transform(self.lin_series_with_holes)
         self.assertEqual(self.lin_series, transformed)
+
+    def test_fill_static_covariates_preserved(self):
+        const_transformer = MissingValuesFiller(fill=2.0)
+        transformed = const_transformer.transform(self.const_series_with_holes)
+        self.assertEqual(
+            self.const_series.static_covariates.values,
+            transformed.static_covariates.values,
+        )

darts/utils/missing_values.py

@@ -130,6 +130,8 @@ def _const_fill(series: TimeSeries, fill: float = 0) -> TimeSeries:
         series.pd_dataframe().fillna(value=fill),
         freq=series.freq,
         columns=series.columns,
+        static_covariates=series.static_covariates,
+        hierarchy=series.hierarchy,
     )
 
 
@@ -160,4 +162,9 @@ def _auto_fill(series: TimeSeries, **interpolate_kwargs) -> TimeSeries:
         interpolate_kwargs["limit_direction"] = "both"
     interpolate_kwargs["inplace"] = True
     series_temp.interpolate(**interpolate_kwargs)
-    return TimeSeries.from_dataframe(series_temp, freq=series.freq)
+    return TimeSeries.from_dataframe(
+        series_temp,
+        freq=series.freq,
+        static_covariates=series.static_covariates,
+        hierarchy=series.hierarchy,
+    )