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fix fitted_values methods #198

Merged
merged 7 commits into from
Sep 11, 2023
Merged

fix fitted_values methods #198

merged 7 commits into from
Sep 11, 2023

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jmoralez
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@jmoralez jmoralez commented Sep 6, 2023

Description

  • MLForecast.forecast_fitted_values wasn't inverting the target transformations.
  • MLForecast.cross_validation_fitted_values didn't work for the one model per horizon approach.
  • The Differences target transformation wasn't being inverted correctly when trying to compute the fitted values (either through fit or cross_validation).

Fixes #195
Fixes #197

Checklist:

  • This PR has a meaningful title and a clear description.
  • The tests pass.
  • All linting tasks pass.
  • The notebooks are clean.

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@jmoralez jmoralez added the fix label Sep 11, 2023
@jmoralez jmoralez marked this pull request as ready for review September 11, 2023 21:29
@jmoralez jmoralez merged commit c09d0dd into main Sep 11, 2023
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@jmoralez jmoralez deleted the fix-fitted-values branch September 11, 2023 21:29
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