Added a fix for bug #220. force all model components to have reasonab…

…le values.
antoinecarme · Jan 30, 2023 · 84abbd0 · 84abbd0
1 parent 54e694d
commit 84abbd0
Showing 1 changed file with 4 additions and 1 deletion.
diff --git a/pyaf/TS/TimeSeriesModel.py b/pyaf/TS/TimeSeriesModel.py
@@ -173,7 +173,10 @@ def compute_model_forecast(self, iTrendValue, iCycleValue, iARValue):
         if(self.mDecompositionType in ['TS+R']):
             return iTrendValue * iCycleValue + iARValue
         if(self.mDecompositionType in ['TSR']):
-            return iTrendValue * iCycleValue * iARValue
+            lTrendValue = iTrendValue.clip(-100, 100)
+            lCycleValue = iCycleValue.clip(-100, 100)
+            lARValue = iARValue.clip(-100, 100)
+            return lTrendValue * lCycleValue * lARValue
         return iTrendValue + iCycleValue + iARValue
 
     def forecastOneStepAhead(self , df , horizon_index = 1, perf_mode = False):