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statsforecast

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Index the per-season alpha in the seasonal ES models `SeasonalExponentialSmoothing` and its optimized variant fit one alpha per season, so `model_["alpha"]` has shape `(season_length,)`. Two places copied from the scalar `SimpleExponentialSmoothing` use it unindexed, and both raise: SeasonalExponentialSmoothing(season_length=12, alpha=0.1).fit(y) .predict(h=6, level=[80]) ValueError: operands could not be broadcast together with shapes (6,) (12,) .simulate(h=6, n_paths=4) ValueError: operands could not be broadcast together with shapes (12,) (4,) `predict` needs the alpha of the season each step falls in, and the existing `k = ((steps - 1) // m) + 1` already gives the cycle, so the season is `(steps - 1) % m`. `simulate` already computes `s_idx = i % m` for `levels` on the line above and needs the same index for `alpha`. The scalar models are untouched - their `alpha` is 0-d and their two call sites read differently, so nothing that currently works changes. Point forecasts are identical before and after; only the paths that raised now return values.

VenishPaneliya:seasonal-es-per-season-alpha

53 minutes ago

fix: validate conformal interval horizon

DresdenGman:fix/conformal-interval-h-validation

3 days ago

fix damped ETS formula

hotfix/damped-ets

3 days ago

remove signature test

hotfix/AutoETS

3 days ago

Merge branch 'main' into hotfix/AutoETS

hotfix/AutoETS

3 days ago

Merge branch 'main' into fix/contributing-workflow-typo

Risto0211:fix/contributing-workflow-typo

4 days ago

Fix the ETS(M,A,A) prediction interval coefficient (#1216) Co-authored-by: MMenchero <marianamenchero@gmail.com>

main

4 days ago

VenishPaneliya:ets-maa-interval-coefficient

4 days ago

Latest Branches

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Index the per-season alpha in the seasonal ES models#1226

1 hour ago

43f427b

VenishPaneliya:seasonal-es-per-season-alpha

0%

Validate ConformalIntervals horizon#1222

3 days ago

95d894b

DresdenGman:fix/conformal-interval-h-validation

0%

hotfix: Damped ETS #1219

4 days ago

2fe73d7

hotfix/damped-ets

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