wassname/pytorch-ts
1
0
Fork 0
mirror of https://github.com/wassname/pytorch-ts.git synced 2026-07-19 11:27:25 +08:00
Code Issues Packages Projects Releases Wiki Activity

added quantile_ts

Browse Source
This commit is contained in:
Dr. Kashif Rasul
2020-01-03 18:33:06 +01:00
parent 0d2b014f4a
commit 0e7d2d9246
1 changed files with 5 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
pts/model/forecast.py
+5 -2
View File
@@ -55,6 +55,9 @@ class Forecast(ABC):
"""
pass
def quantile_ts(self, q):
return pd.Series(index=self.index, data=self.quantile(q))
@property
def median(self) -> np.ndarray:
return self.quantile(0.5)
@@ -263,7 +266,7 @@ class SampleForecast(Forecast):
"""
Forecast mean, as a pandas.Series object.
"""
return pd.Series(self.index, self.mean)
return pd.Series(index=self.index, data=self.mean)
def quantile(self, q):
q = Quantile.parse(q).value
@@ -518,7 +521,7 @@ class DistributionForecast(Forecast):
"""
Forecast mean, as a pandas.Series object.
"""
return pd.Series(self.index, self.mean)
return pd.Series(index=self.index, data=self.mean)
def quantile(self, level):
level = Quantile.parse(level).value