fix_other_conformal_method

Nixtla · Oct 15, 2024 · 5d2ea22 · 5d2ea22
1 parent b5aca81
commit 5d2ea22
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Showing 2 changed files with 4 additions and 2 deletions.
diff --git a/nbs/utils.ipynb b/nbs/utils.ipynb
@@ -671,7 +671,8 @@
     "    cuts = [lv / 100 for lv in level]\n",
     "    for model in model_names:\n",
     "        mean = fcst_df[model].to_numpy().ravel()\n",
-    "        scores = cs_df[model].to_numpy().reshape(cs_n_windows, n_series, horizon)\n",
+    "        scores = cs_df[model].to_numpy().reshape(n_series, cs_n_windows, horizon)\n",
+    "        scores = scores.transpose(1, 0, 2)\n",
     "        # restrict scores to horizon\n",
     "        scores = scores[:,:,:horizon]\n",
     "        quantiles = np.quantile(\n",

diff --git a/neuralforecast/utils.py b/neuralforecast/utils.py
@@ -539,7 +539,8 @@ def add_conformal_error_intervals(
     cuts = [lv / 100 for lv in level]
     for model in model_names:
         mean = fcst_df[model].to_numpy().ravel()
-        scores = cs_df[model].to_numpy().reshape(cs_n_windows, n_series, horizon)
+        scores = cs_df[model].to_numpy().reshape(n_series, cs_n_windows, horizon)
+        scores = scores.transpose(1, 0, 2)
         # restrict scores to horizon
         scores = scores[:, :, :horizon]
         quantiles = np.quantile(