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Update forecasting vignette to repaired R 13.1 output
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examples/vignettes/time_series_forecasting.py

Lines changed: 4 additions & 4 deletions
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@@ -5,8 +5,8 @@
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``nns_arma``, ``nns_arma_optim``, and ``nns_var``.
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The nonseasonal nonlinear ARMA forecast on the AirPassengers-style series is
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the deterministic value verified against live R NNS 13.0 (PR #3):
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``[128.5, 113.5, 155.5, 213.6667]``.
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the deterministic value verified against the repaired R NNS 13.1 implementation:
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``[125.25, 107.75, 158.75, 213.6667]``.
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Run with::
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@@ -28,11 +28,11 @@ def main() -> None:
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dtype=float,
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)
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# Deterministic forecasts (match live R NNS 13.0).
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# Deterministic forecasts matching repaired R NNS 13.1.
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nonseasonal = nns_arma(series, h=4, seasonal_factor=False, method="nonlin")
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seasonal = nns_arma(series, h=6, seasonal_factor=12, method="lin")
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np.testing.assert_allclose(
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nonseasonal, [128.5, 113.5, 155.5, 213.66666666666666], atol=1e-9
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nonseasonal, [125.25, 107.75, 158.75, 213.66666666666666], atol=1e-9
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)
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np.testing.assert_allclose(seasonal, [118.0, 134.0, 150.0, 141.0, 129.0, 163.0], atol=1e-9)
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