8000 Pr 451 - modified and added tests to statespace by Dekermanjian · Pull Request #466 · pymc-devs/pymc-extras · GitHub
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Pr 451 - modified and added tests to statespace #466

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Merged
merged 9 commits into from
May 22, 2025
Merged

Pr 451 - modified and added tests to statespace #466

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abfe3b0
Use `set_data` in forecast
jessegrabowski Apr 7, 2025
0961032
Ignore new numpy matmul warnings in tests
jessegrabowski Apr 9, 2025
029a9a1
Tracking down data bug
jessegrabowski Apr 24, 2025
819afef
resolved merge conflicts environment-test.yml
Dekermanjian May 7, 2025
e44331b
added and modified statespace tests
Dekermanjian May 1, 2025
3d9dd92
added logic to update static shape of target when forecasting with ex…
Dekermanjian May 2, 2025
cfcb0be
make sure updated dummy target has correct dimensions
Dekermanjian May 2, 2025
2ad6b61
Revert test env name change
jessegrabowski May 22, 2025
13b18fd
Add some checks to `test_foreacast_valid_index`
jessegrabowski May 22, 2025
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added logic to update static shape of target when forecasting with ex… 
…ogenous variables
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@Dekermanjian
Dekermanjian committed May 12, 2025
commit 3d9dd92ce1817acee7628ccfeabc91997c27a6ed
8 changes: 8 additions & 0 deletions pymc_extras/statespace/core/statespace.py
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Expand Up @@ -2069,6 +2069,14 @@ def forecast(
data_dims=["data_time", OBS_STATE_DIM],
)

for name in self.data_names:
if name in scenario.keys():
pm.set_data(
{"data": np.zeros_like(scenario[name])},
coords={"data_time": np.arange(len(forecast_index))},
)
break

group_idx = FILTER_OUTPUT_TYPES.index(filter_output)
mu, cov = grouped_outputs[group_idx]

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