From 5b3d5f4ba77643989dc3d96c52d82cfef879a63a Mon Sep 17 00:00:00 2001 From: dennisbader Date: Wed, 12 Jul 2023 10:50:33 +0200 Subject: [PATCH 1/2] anchor ARIMAS simulation to end of series --- darts/models/forecasting/arima.py | 1 + 1 file changed, 1 insertion(+) diff --git a/darts/models/forecasting/arima.py b/darts/models/forecasting/arima.py index 33ca7c2efe..e3149aa2fc 100644 --- a/darts/models/forecasting/arima.py +++ b/darts/models/forecasting/arima.py @@ -161,6 +161,7 @@ def _predict( repetitions=num_samples, initial_state=self.model.states.predicted[-1, :], random_state=self._random_state, + anchor="end", exog=future_covariates.values(copy=False) if future_covariates else None, From 1cea61efe0df192999e00b124baf014c37c5d945 Mon Sep 17 00:00:00 2001 From: dennisbader Date: Wed, 12 Jul 2023 11:03:22 +0200 Subject: [PATCH 2/2] update changelog --- CHANGELOG.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 9f5ba02196..588148b761 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -29,7 +29,8 @@ but cannot always guarantee backwards compatibility. Changes that may **break co - Fixed a bug when loading the weights of a `TorchForecastingModel` trained with encoders or a Likelihood. [#1744](https://github.com/unit8co/darts/pull/1744) by [Antoine Madrona](https://github.com/madtoinou). - Fixed a bug when using selected `target_components` with `ShapExplainer. [#1803](https://github.com/unit8co/darts/pull/#1803) by [Dennis Bader](https://github.com/dennisbader). - Fixed `TimeSeries.__getitem__()` for series with a RangeIndex with start != 0 and freq != 1. [#1868](https://github.com/unit8co/darts/pull/#1868) by [Dennis Bader](https://github.com/dennisbader). -- Fixed an issue where `DTWAlignment.plot_alignment` was not plotting the alignment plot of series with a RangeIndex correctly. [#1880](https://github.com/unit8co/darts/pull/1880) by [Ahmet Zamanis](https://github.com/AhmetZamanis) and [Dennis Bader](https://github.com/dennisbader). +- Fixed an issue where `DTWAlignment.plot_alignment()` was not plotting the alignment plot of series with a RangeIndex correctly. [#1880](https://github.com/unit8co/darts/pull/1880) by [Ahmet Zamanis](https://github.com/AhmetZamanis) and [Dennis Bader](https://github.com/dennisbader). +- Fixed an issue when calling `ARIMA.predict()` and `num_samples > 1` (probabilistic forecasting), where the start point of the simulation was not anchored to the end of the target series. [#1893](https://github.com/unit8co/darts/pull/1893) by [Dennis Bader](https://github.com/dennisbader). **Removed** - Removed support for Python 3.7 [#1864](https://github.com/unit8co/darts/pull/#1864) by [Dennis Bader](https://github.com/dennisbader).