- Bugfix on interval forecast of quantreg

2017-05-13 22:35:59 -03:00 · 2017-05-13 22:35:59 -03:00 · 8bc4b966b6
commit 8bc4b966b6
parent 0b7799a9bb
1 changed files with 1 additions and 1 deletions
--- a/benchmarks/quantreg.py
+++ b/benchmarks/quantreg.py
@ -73,7 +73,7 @@ class QuantileRegression(fts.FTS):
        for k in np.arange(self.order , l):
            sample = ndata[k - self.order: k]
            up = self.linearmodel(sample, self.upper_qt)
-            down = self.linearmodel(sample, self.down_qt)
+            down = self.linearmodel(sample, self.lower_qt)
            ret.append([up, down])

        ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]], interval=True)