def test_estimator_fh(freqstr):
"""Test model fitting with anchored frequency."""
train = pd.Series(
np.random.uniform(low=2000, high=7000, size=(104, )),
index=pd.date_range("2019-01-02", freq=freqstr, periods=104),
)
forecaster = AutoETS(auto=True, sp=52, n_jobs=-1, restrict=True)
forecaster.fit(train)
pred = forecaster.predict(np.arange(1, 27))
expected_fh = ForecastingHorizon(np.arange(1, 27)).to_absolute(
train.index[-1])
assert_array_equal(pred.index.to_numpy(), expected_fh.to_numpy())
def test_auto_ets():
"""Fix bug in 1435.
https://github.com/alan-turing-institute/sktime/issues/1435#issue-1000175469
"""
freq = "30T"
_y = np.arange(50) + np.random.rand(50) + np.sin(np.arange(50) / 4) * 10
t = pd.date_range("2021-09-19", periods=50, freq=freq)
y = pd.Series(_y, index=t)
y.index = y.index.to_period(freq=freq)
forecaster = AutoETS(sp=12, auto=True, n_jobs=-1)
forecaster.fit(y)
y_pred = forecaster.predict(fh=[1, 2, 3])
pd.testing.assert_index_equal(
y_pred.index,
pd.date_range("2021-09-19", periods=53,
freq=freq)[-3:].to_period(freq=freq),
)