From 0e7d2d9246a83d3cbd7de3b107f4d6ff8d4233b3 Mon Sep 17 00:00:00 2001
From: "Dr. Kashif Rasul" <kashif.rasul@gmail.com>
Date: Fri, 3 Jan 2020 18:33:06 +0100
Subject: [PATCH] added quantile_ts

---
 pts/model/forecast.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/pts/model/forecast.py b/pts/model/forecast.py
index 9b17da1..9a5a5ed 100644
--- a/pts/model/forecast.py
+++ b/pts/model/forecast.py
@@ -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