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Fix backtest and residuals for multi series with different number of historical forecasts #2604

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merged 2 commits into from
Nov 22, 2024

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@dennisbader dennisbader commented Nov 22, 2024

Checklist before merging this PR:

  • Mentioned all issues that this PR fixes or addresses.
  • Summarized the updates of this PR under Summary.
  • Added an entry under Unreleased in the Changelog.

Summary

  • Fixes a bug which raised an error when computing residuals (or backtest with "per time step" metrics) on multiple series with corresponding historical forecasts of different lengths. The error was raised because of the mismatch in sequene lengths when trying to create the numpy array.

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codecov bot commented Nov 22, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 94.09%. Comparing base (31a7b36) to head (40ad2d8).
Report is 1 commits behind head on master.

Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2604      +/-   ##
==========================================
- Coverage   94.14%   94.09%   -0.06%     
==========================================
  Files         139      139              
  Lines       14884    14890       +6     
==========================================
- Hits        14013    14011       -2     
- Misses        871      879       +8     

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@dennisbader dennisbader merged commit d103a05 into master Nov 22, 2024
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@dennisbader dennisbader deleted the fix/backtest_different_hfc_lenghts branch November 22, 2024 13:16
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