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- Bugfix on interval forecast of quantreg

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Petrônio Cândido de Lima e Silva 2017-05-13 22:35:59 -03:00
parent 0b7799a9bb
commit 8bc4b966b6
1 changed files with 1 additions and 1 deletions
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benchmarks/quantreg.py
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@ -73,7 +73,7 @@ class QuantileRegression(fts.FTS):
for k in np.arange(self.order , l): for k in np.arange(self.order , l):
sample = ndata[k - self.order: k] sample = ndata[k - self.order: k]
up = self.linearmodel(sample, self.upper_qt) 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.append([up, down])
ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]], interval=True) ret = self.doInverseTransformations(ret, params=[data[self.order - 1:]], interval=True)