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align ends when inverting transformations for max_horizon #205

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merged 1 commit into from
Sep 12, 2023

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@jmoralez jmoralez commented Sep 11, 2023

Description

When using max_horizon the targets are offset, so for the first date the target at horizon 1 is the value at that date, however for the horizon 2 the target is the value at the second date and so on. The differences inverse transformation for the fitted values assumes that the serie that we're inverse transforming ends at the same period as the original one. This PR ensures that this transformation is done correctly.

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  • 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 marked this pull request as ready for review September 12, 2023 00:09
@jmoralez jmoralez merged commit 5cfa4bb into main Sep 12, 2023
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@jmoralez jmoralez deleted the reorder-inverse-tfm branch September 12, 2023 00:09
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