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fix: seasonal naive confidence interval bug #932

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andrewscottm
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Corrects the seasonal naive confidence interval when h > season_length, as raised in #903

Adds a new test that will fail without this correction. Previously, when h was increased from season_length to season_length + 1 the prediction intervals for times < season_length + 1 would widen. Now they remain unchanged.

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CLAassistant commented Oct 23, 2024

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@andrewscottm
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Hi @jmoralez. Are you able to review this? Many thanks

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Thanks a lot!

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codspeed-hq bot commented Nov 22, 2024

CodSpeed Performance Report

Merging #932 will not alter performance

Comparing andrewscottm:fix/seasonal-naive-confidence-intervals (a26e2ca) with main (d3dc977)

Summary

✅ 6 untouched benchmarks

@jmoralez jmoralez linked an issue Nov 22, 2024 that may be closed by this pull request
@jmoralez jmoralez merged commit 9fd1e72 into Nixtla:main Nov 22, 2024
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seasonal naive confidence intervals are incorrect
3 participants