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feat: _calculate_sigma() explicitly handles series with 1 data point (n=0) #699

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merged 2 commits into from
Nov 14, 2023
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Merged

feat: _calculate_sigma() explicitly handles series with 1 data point (n=0) #699

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4dc44c8
Explicitly handle series with 1 data point (n=0)
cparmet Nov 14, 2023
ada0681
Move up 'if' line,to save computation when n=0
cparmet Nov 14, 2023
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9 changes: 6 additions & 3 deletions nbs/src/utils.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -379,9 +379,12 @@
" 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"
]
},
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11 changes: 7 additions & 4 deletions statsforecast/utils.py
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Expand Up @@ -301,12 +301,15 @@ 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."""

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