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fix: issue with quantiles and fitted values #509

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MMenchero opened this issue Oct 28, 2024 · 0 comments · Fixed by #510
Closed

fix: issue with quantiles and fitted values #509

MMenchero opened this issue Oct 28, 2024 · 0 comments · Fixed by #510
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@MMenchero
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MMenchero commented Oct 28, 2024

What happened

When using quantiles and add_history=True in the forecast method at the same time, I'm getting incorrect columns and columns with missing values.

Version

v0.6.1

Reproducible example

import pandas as pd 
from nixtla import NixtlaClient
nixtla_client = NixtlaClient(api_key = "API key")

df = pd.read_csv('https://raw.githubusercontent.com/Nixtla/transfer-learning-time-series/main/datasets/electricity-short.csv')
fc = nixtla_client.forecast(df, h=8, quantiles=[0.8, 0.9], add_history=True)

This returns the following columns:

unique_id ds TimeGPT TimeGPT-hi-60 TimeGPT-hi-80 TimeGPT-lo-60 TimeGPT-lo-80 TimeGPT-q-80 TimeGPT-q-90

The quantile columns contain missing values and columns with "hi" and "lo" shouldn't be included.

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