From 8bc4b966b6719e006fb314c6eb9132dab97231d2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Petr=C3=B4nio=20C=C3=A2ndido=20de=20Lima=20e=20Silva?= Date: Sat, 13 May 2017 22:35:59 -0300 Subject: [PATCH] - Bugfix on interval forecast of quantreg --- benchmarks/quantreg.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/benchmarks/quantreg.py b/benchmarks/quantreg.py index e8ce874..88d3570 100644 --- 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)