Fix idx forecast #246
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Fix idx forecast #246
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Codecov Report
@@ Coverage Diff @@
## master #246 +/- ##
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Coverage 93.74% 93.75%
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Files 27 27
Lines 1982 1984 +2
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+ Hits 1858 1860 +2
Misses 124 124
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|
raphaelsaavedra
approved these changes
Mar 10, 2021
test/models/sarima.jl
Outdated
| ] | ||
| @test predicted_mean ≈ vcat(forec.expected_value...) atol = 1e-3 | ||
| # simualting | ||
| scenarios = simulate_scenarios(model, 10, 100_000) | ||
| @time scenarios = simulate_scenarios(model, 10, 30_000) |
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Suggested change
| @time scenarios = simulate_scenarios(model, 10, 30_000) | |
| scenarios = simulate_scenarios(model, 10, 30_000) |
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After performing some benchmarks I realized that the forecasting was starting 1 step delayed from the expected behavior. This fixes the problem