From 3e49d2e46f8182306a6c29905a3d9ed04216cbf3 Mon Sep 17 00:00:00 2001
From: Aadyot Bhatnagar <abhatnagar@salesforce.com>
Date: Thu, 16 Jun 2022 22:12:49 -0700
Subject: [PATCH] Fix AutoSARIMA bugs. (#106)

* Fix AutoSarima bug when action=None.

* Fix return_prev bug in SARIMA.

* Update version to 1.2.2
---
 merlion/models/automl/autosarima.py | 2 +-
 merlion/models/forecast/sarima.py   | 8 ++++----
 setup.py                            | 2 +-
 3 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/merlion/models/automl/autosarima.py b/merlion/models/automl/autosarima.py
index 307f57af0..98a624b0e 100644
--- a/merlion/models/automl/autosarima.py
+++ b/merlion/models/automl/autosarima.py
@@ -357,7 +357,7 @@ def evaluate_theta(
             )
 
         else:
-            return theta_value, None, None
+            return theta_value["theta"], None, None
 
         model = deepcopy(self.model)
         model.reset()
diff --git a/merlion/models/forecast/sarima.py b/merlion/models/forecast/sarima.py
index 4d38f47ec..26b0ccd57 100644
--- a/merlion/models/forecast/sarima.py
+++ b/merlion/models/forecast/sarima.py
@@ -142,11 +142,11 @@ def _forecast(
                 err = np.zeros(len(time_stamps))
 
             if return_prev:
-                n_prev = len(time_series_prev)
+                m = len(time_series_prev) - len(val_prev)
                 params = dict(zip(new_state.param_names, new_state.params))
-                err_prev = np.sqrt(params["sigma2"])
-                forecast = np.concatenate((val_prev - new_state.resid, forecast))
-                err = np.concatenate((err_prev * np.ones(n_prev), err))
+                err_prev = np.concatenate((np.zeros(m), np.full(len(val_prev), np.sqrt(params["sigma2"]))))
+                forecast = np.concatenate((time_series_prev.values[:m], val_prev - new_state.resid, forecast))
+                err = np.concatenate((err_prev, err))
                 time_stamps = np.concatenate((t_prev, time_stamps))
 
         # Check for NaN's
diff --git a/setup.py b/setup.py
index 3c438d402..9208c3e78 100644
--- a/setup.py
+++ b/setup.py
@@ -28,7 +28,7 @@ def read_file(fname):
 
 setup(
     name="salesforce-merlion",
-    version="1.2.1",
+    version="1.2.2",
     author=", ".join(read_file("AUTHORS.md").split("\n")),
     author_email="abhatnagar@salesforce.com",
     description="Merlion: A Machine Learning Framework for Time Series Intelligence",