fix fitted_values methods - Githubissues

Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.

https://nixtlaverse.nixtla.io/mlforecast

Apache License 2.0

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fix fitted_values methods #198

Closed jmoralez closed 1 year ago

jmoralez commented 1 year ago

Description

MLForecast.forecast_fitted_values wasn't inverting the target transformations.
MLForecast.cross_validation_fitted_values didn't work for the one model per horizon approach.
The Differences target transformation wasn't being inverted correctly when trying to compute the fitted values (either through fit or cross_validation).

Fixes #195 Fixes #197

Checklist:

[x] This PR has a meaningful title and a clear description.
[x] The tests pass.
[x] All linting tasks pass.
[x] The notebooks are clean.

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