align ends when inverting transformations for max_horizon #205
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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.Checklist: