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FIX: cahngelog and lint
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martins0n committed Dec 17, 2021
1 parent 300cb4e commit 9cfd839
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -14,6 +14,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Set `strict_optional = True` for mypy ([#381](https://github.com/tinkoff-ai/etna/pull/381))

### Fixed
- Sarimax bug in future prediction with quantiles ([#391](https://github.com/tinkoff-ai/etna/pull/391))

## [1.4.2] - 2021-12-09
### Fixed
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4 changes: 1 addition & 3 deletions etna/models/sarimax.py
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Expand Up @@ -269,9 +269,7 @@ def predict(self, df: pd.DataFrame, prediction_interval: bool, quantiles: Sequen
start=df["timestamp"].min(), end=df["timestamp"].max(), dynamic=False, exog=exog_future
)
y_pred = pd.DataFrame(forecast.predicted_mean)
y_pred.rename(
{"predicted_mean": "mean"}, axis=1, inplace=True
)
y_pred.rename({"predicted_mean": "mean"}, axis=1, inplace=True)
for quantile in quantiles:
# set alpha in the way to get a desirable quantile
alpha = min(quantile * 2, (1 - quantile) * 2)
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