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Fix STL inverse transform bug #4328

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Merged
chukarsten merged 3 commits into from
Oct 4, 2023
Merged

Fix STL inverse transform bug #4328

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3e0d85d
Switch old_seasonal to old_seasonality in inverse_transform
eccabay Oct 4, 2023
a2695ac
Merge branch 'main' into 4327_seaonal_seasonality
eccabay Oct 4, 2023
2c6d055
release notes
eccabay Oct 4, 2023
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1 change: 1 addition & 0 deletions docs/source/release_notes.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@ Release Notes
* Extended TimeSeriesRegularizer to support multiseries :pr:`4303`
* Fixes
* Fixed forecast period generation function for multiseries :pr:`4320`
* Fixed bug in ``STLDecomposer.inverse_transform`` causing incorrect seasonality projections :pr:`4328`
* Changes
* Updated ``split_data`` to call ``split_multiseries_data`` when passed stacked multiseries data :pr:`4312`
* Pinned pandas version under 2.1.0 :pr:`4315`
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4 changes: 3 additions & 1 deletion evalml/pipelines/components/transformers/preprocessing/stl_decomposer.py
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Expand Up @@ -380,10 +380,12 @@ def inverse_transform(
if len(y_t.columns) > 1:
old_trend = self.trends[id]
old_seasonal = self.seasonals[id]
old_seasonality = self.seasonalities[id]
period = self.periods[id]
else:
old_trend = list(self.trends.values())[0]
old_seasonal = list(self.seasonals.values())[0]
old_seasonality = list(self.seasonalities.values())[0]
period = list(self.periods.values())[0]
# For partially and wholly in-sample data, retrieve stored results.
if index[0] <= series_y.index[0] <= index[-1]:
Expand Down Expand Up @@ -423,7 +425,7 @@ def inverse_transform(
) = self._project_trend_and_seasonality(
truncated_y_t,
old_trend,
old_seasonal,
old_seasonality,
period,
)

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