feat: _calculate_sigma() explicitly handles series with 1 data point …

…(n=0) (#699)
Nixtla · Nov 14, 2023 · 18f2acd · 18f2acd
1 parent 69d1648
commit 18f2acd
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Showing 2 changed files with 13 additions and 7 deletions.
diff --git a/nbs/src/utils.ipynb b/nbs/src/utils.ipynb
@@ -391,9 +391,12 @@
     "    return pred_int\n",
     "\n",
     "def _calculate_sigma(residuals, n): \n",
-    "    sigma = np.nansum(residuals ** 2) \n",
-    "    sigma = sigma / n\n",
-    "    sigma = np.sqrt(sigma)\n",
+    "    if n>0:\n",
+    "        sigma = np.nansum(residuals ** 2) \n",
+    "        sigma = sigma / n\n",
+    "        sigma = np.sqrt(sigma)\n",
+    "    else:\n",
+    "        sigma = 0\n",
     "    return sigma"
    ]
   },

diff --git a/statsforecast/utils.py b/statsforecast/utils.py
@@ -313,12 +313,15 @@ def _calculate_intervals(out, level, h, sigmah):
 
 
 def _calculate_sigma(residuals, n):
-    sigma = np.nansum(residuals**2)
-    sigma = sigma / n
-    sigma = np.sqrt(sigma)
+    if n > 0:
+        sigma = np.nansum(residuals**2)
+        sigma = sigma / n
+        sigma = np.sqrt(sigma)
+    else:
+        sigma = 0
     return sigma
 
-# %% ../nbs/src/utils.ipynb 19
+# %% ../nbs/src/utils.ipynb 20
 class ConformalIntervals:
     """Class for storing conformal intervals metadata information."""