Nixtla
coreforecast
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fix(rolling): return NaN when n < min_samples

#62Merged
Comparing
fix-rolling-min-samples
(
459c7c3
) with
main
(
619db8a
)
0%
Improvements
0
Regressions
0
Untouched
20
New
0
Dropped
0
Ignored
0

Benchmarks

Passed

test_ewm
tests/test_efficiency.py::test_ewm
+1%
58.3 µs
57.7 µs
test_lag_transforms[rolling_quantile]
tests/test_efficiency.py::test_lag_transforms[rolling_quantile]
+1%
954 ms
948.8 ms
test_lag_transforms[seasonal_rolling_quantile]
tests/test_efficiency.py::test_lag_transforms[seasonal_rolling_quantile]
0%
961.4 ms
956.7 ms
test_lag_transforms[expanding_max]
tests/test_efficiency.py::test_lag_transforms[expanding_max]
0%
31.2 ms
31.2 ms
test_lag_transforms[expanding_min]
tests/test_efficiency.py::test_lag_transforms[expanding_min]
0%
32.4 ms
32.4 ms
test_lag_transforms[rolling_std]
tests/test_efficiency.py::test_lag_transforms[rolling_std]
0%
23.3 ms
23.3 ms
test_lag_transforms[ewm_mean]
tests/test_efficiency.py::test_lag_transforms[ewm_mean]
0%
15.4 ms
15.4 ms
test_lag_transforms[expanding_std]
tests/test_efficiency.py::test_lag_transforms[expanding_std]
0%
22.9 ms
22.9 ms
test_scalers[minmax]
tests/test_efficiency.py::test_scalers[minmax]
0%
9.8 ms
9.8 ms
test_scalers[standard]
tests/test_efficiency.py::test_scalers[standard]
0%
9.6 ms
9.6 ms
test_lag_transforms[rolling_mean]
tests/test_efficiency.py::test_lag_transforms[rolling_mean]
0%
16.2 ms
16.2 ms
test_lag_transforms[expanding_mean]
tests/test_efficiency.py::test_lag_transforms[expanding_mean]
0%
15.9 ms
15.9 ms
test_scalers[robust-mad]
tests/test_efficiency.py::test_scalers[robust-mad]
0%
35.5 ms
35.6 ms
test_scalers[robust-iqr]
tests/test_efficiency.py::test_scalers[robust-iqr]
0%
39.4 ms
39.5 ms
test_lag_transforms[rolling_min]
tests/test_efficiency.py::test_lag_transforms[rolling_min]
0%
29.9 ms
30 ms
test_lag_transforms[rolling_max]
tests/test_efficiency.py::test_lag_transforms[rolling_max]
0%
28.8 ms
28.9 ms
test_lag_transforms[seasonal_rolling_min]
tests/test_efficiency.py::test_lag_transforms[seasonal_rolling_min]
-1%
39.2 ms
39.7 ms
test_lag_transforms[seasonal_rolling_max]
tests/test_efficiency.py::test_lag_transforms[seasonal_rolling_max]
-1%
38.1 ms
38.6 ms
test_lag_transforms[seasonal_rolling_std]
tests/test_efficiency.py::test_lag_transforms[seasonal_rolling_std]
-1%
31.2 ms
31.6 ms
test_lag_transforms[seasonal_rolling_mean]
tests/test_efficiency.py::test_lag_transforms[seasonal_rolling_mean]
-2%
24.5 ms
24.9 ms

Commits

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Base
main
619db8a
0%
fixes
47bf9a8
10 days ago
by jmoralez
0%
extend test
459c7c3
10 days ago
by jmoralez
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