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boxcox not imported #159

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EBM-JH opened this issue Jul 25, 2022 · 0 comments
Open

boxcox not imported #159

EBM-JH opened this issue Jul 25, 2022 · 0 comments

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@EBM-JH
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EBM-JH commented Jul 25, 2022

Describe the bug
For AutoARIMA and presumably ARIMA too, when you set a blambda parameter, the code produces the below error:

NameError: name 'boxcox' is not defined

It appears that this is due to scipy.stats.boxcox not being imported.

My proposed fix would be to change line 19 from:
from scipy.stats import norm
to
from scipy.stats import norm, boxcox

Changed the import, and then it threw an error on:

    setattr(blambda, 'biasadj', biasadj)

I commented it out and it ran, but didn't provide the expected results.

To Reproduce
Steps to reproduce the behavior:

  1. Try and fit a model with blambda=0

Expected behavior
NameError: name 'boxcox' is not defined

Desktop (please complete the following information):

  • OS: Win 10
  • Browser Chrome
  • Version 103

Additional context
I came across this running darts.models.forecasting.sf_auto_arima.StatsForecastAutoARIMA, which is a wrapper for this package.

luthfianto added a commit to luthfianto/statsforecast that referenced this issue Aug 2, 2022
Related to Nixtla#159, I have the same problem too
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