Merge pull request #193 from tgsmith61591/fix-issue-191

[MRG+1] Fix issue 191
alkaline-ml · Oct 24, 2019 · 45756a5 · 45756a5
2 parents 28ba504 + 6af3aab
commit 45756a5
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Showing 9 changed files with 77 additions and 6 deletions.
diff --git a/build_tools/azure/jobs.yml b/build_tools/azure/jobs.yml
@@ -43,7 +43,7 @@ jobs:
 - job: macOS
 
   pool:
-    vmImage: 'macOS-10.13'  # Also have the option of 10.14, if we want that
+    vmImage: 'macOS-10.14'
 
   # Only need to set this for macOS
   variables:

diff --git a/build_tools/circle/build_push_doc.sh b/build_tools/circle/build_push_doc.sh
@@ -104,7 +104,8 @@ else
                         "_static"
                         "auto_examples"
                         "includes"
-                        "modules")
+                        "modules"
+                        "usecases")
 
   for artifact in "${artifacts[@]}"
   do

diff --git a/doc/whats_new.rst b/doc/whats_new.rst
@@ -8,6 +8,13 @@ As new releases of pmdarima are pushed out, the following list (introduced in
 v0.8.1) will document the latest features.
 
 
+`v1.3.1 <http://alkaline-ml.com/pmdarima/1.3.1/>`_
+--------------------------------------------------
+
+* Fixes `#191 <https://github.com/tgsmith61591/pmdarima/issues/191>`_, an issue where
+  the OCSB test could raise ``ValueError: negative dimensions are not allowed" in OCSB test``
+
+
 `v1.3.0 <http://alkaline-ml.com/pmdarima/1.3.0/>`_
 --------------------------------------------------
 

diff --git a/pmdarima/__init__.py b/pmdarima/__init__.py
@@ -22,7 +22,7 @@
 # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer.
 # 'X.Y.dev0' is the canonical version of 'X.Y.dev'
 #
-__version__ = "1.3.0"
+__version__ = "1.3.1.dev0"
 
 try:
     # this var is injected in the setup build to enable

diff --git a/pmdarima/arima/seasonality.py b/pmdarima/arima/seasonality.py
@@ -329,7 +329,7 @@ def _do_lag(y, lag, omit_na=True):
     @staticmethod
     def _gen_lags(y, max_lag, omit_na=True):
         """Create the lagged exogenous array used to fit the linear model"""
-        if max_lag == 0:
+        if max_lag <= 0:
             return np.zeros(y.shape[0])
 
         # delegate down
@@ -342,7 +342,7 @@ def _fit_ocsb(x, m, lag, max_lag):
         y = diff(y_first_order_diff)
         ylag = OCSBTest._gen_lags(y, lag)
 
-        if max_lag > 0:
+        if max_lag > -1:
             # y = tail(y, -maxlag)
             y = y[max_lag:]
 

diff --git a/pmdarima/arima/setup.py b/pmdarima/arima/setup.py
@@ -30,6 +30,7 @@ def configuration(parent_package="", top_path=None):
                          **blas_info)
 
     config.add_subpackage('tests')
+    config.add_data_dir('tests/data')
 
     return config
 

diff --git a/pmdarima/arima/tests/data/issue_191.csv b/pmdarima/arima/tests/data/issue_191.csv
@@ -0,0 +1,47 @@
+Month,0
+2016-01-01,129.97783044109778
+2016-02-01,306.55148688938147
+2016-03-01,143.46609586423057
+2016-04-01,385.0286675330632
+2016-05-01,80.92959253879673
+2016-06-01,1058.2157327421448
+2016-07-01,1247.051448666004
+2016-08-01,1833.1778915985017
+2016-09-01,3338.9587951991443
+2016-10-01,2855.8336518614783
+2016-11-01,3309.5298524577643
+2016-12-01,1351.2789542083938
+2017-01-01,1920.2101811761734
+2017-02-01,2168.912102232124
+2017-03-01,3910.982302744965
+2017-04-01,3190.3251082433057
+2017-05-01,1374.2227079742736
+2017-06-01,1403.1415360040357
+2017-07-01,953.1645718609441
+2017-08-01,1413.5523140947494
+2017-09-01,2821.320862583547
+2017-10-01,2467.3544074992637
+2017-11-01,2976.3257808230696
+2017-12-01,2918.4881247635467
+2018-01-01,1980.0
+2018-02-01,3962.0
+2018-03-01,6944.0
+2018-04-01,2720.0
+2018-05-01,3172.0
+2018-06-01,3877.0
+2018-07-01,5234.0
+2018-08-01,4493.0
+2018-09-01,9407.0
+2018-10-01,9079.0
+2018-11-01,10435.0
+2018-12-01,4934.0
+2019-01-01,4598.0
+2019-02-01,7364.0
+2019-03-01,10836.0
+2019-04-01,8119.0
+2019-05-01,10854.0
+2019-06-01,5149.256744318752
+2019-07-01,6820.377809726632
+2019-08-01,9176.990725800295
+2019-09-01,15991.129595953533
+2019-10-01,14868.559905791291
diff --git a/pmdarima/arima/tests/test_arima.py b/pmdarima/arima/tests/test_arima.py
@@ -25,6 +25,7 @@
 import pytest
 import time
 import os
+from os.path import abspath, dirname
 
 
 # initialize the random state
@@ -1031,3 +1032,18 @@ def test_AutoARIMA_class():
     mod.update(test, maxiter=2)
     new_endog = mod.model_.arima_res_.data.endog
     assert_array_almost_equal(wineind, new_endog)
+
+
+# "ValueError: negative dimensions are not allowed" in OCSB test
+def test_issue_191():
+    X = pd.read_csv(
+        os.path.join(abspath(dirname(__file__)), 'data', 'issue_191.csv'))
+    y = X[X.columns[1]].values
+    auto_arima(
+        y,
+        error_action="warn",
+        seasonal=True,
+        m=12,
+        alpha=0.05,
+        suppress_warnings=True,
+        trace=True)
diff --git a/pmdarima/arima/utils.py b/pmdarima/arima/utils.py
@@ -16,7 +16,6 @@
 from .seasonality import CHTest, OCSBTest
 
 __all__ = [
-    'get_callable',
     'is_constant',
     'ndiffs',
     'nsdiffs'