fix ω param name

andre_ramos · andre_ramos · commit 0eedc00db3cc · 2024-12-05T09:24:56.000-03:00
diff --git a/README.md b/README.md
@@ -212,7 +212,7 @@ ss_model = BasicStructural(log_air_passengers, 12)
 set_initial_hyperparameters!(ss_model, Dict("sigma2_ε" => residuals_variances["ε"], 
                                          "sigma2_ξ" =>residuals_variances["ξ"], 
                                          "sigma2_ζ" =>residuals_variances["ζ"], 
-                                         "sigma2_ω" =>residuals_variances["ω"]))
+                                         "sigma2_ω" =>residuals_variances["ω_12"]))
 StateSpaceModels.fit!(ss_model)
 ```
 
diff --git a/paper_tests/m4_test/evaluate_model.jl b/paper_tests/m4_test/evaluate_model.jl
@@ -50,7 +50,7 @@ function evaluate_SSL(
         DataFrame(
             [
                 [model.output.residuals_variances["ξ"]],
-                [model.output.residuals_variances["ω"]],
+                [model.output.residuals_variances["ω_12"]],
                 [model.output.residuals_variances["ε"]],
                 [model.output.residuals_variances["ζ"]],
             ],
diff --git a/paper_tests/m4_test/m4_test.py b/paper_tests/m4_test/m4_test.py
@@ -52,7 +52,7 @@ def evaluate_ss(input, sample_size, init, hyperparameters_inicialization):
 results      = []
 results_init = []
 for i in range(0, 48000):
-    hyperparameters_inicialization = [ssl_init_df.loc[i]["ϵ"], ssl_init_df.loc[i]["ξ"],ssl_init_df.loc[i]["ζ"],ssl_init_df.loc[i]["ω"]]
+    hyperparameters_inicialization = [ssl_init_df.loc[i]["ϵ"], ssl_init_df.loc[i]["ξ"],ssl_init_df.loc[i]["ζ"],ssl_init_df.loc[i]["ω_12"]]
     results.append(evaluate_ss(dict_vec[i], 2794, False, hyperparameters_inicialization))
     results_init.append(evaluate_ss(dict_vec[i], 2794, True, hyperparameters_inicialization))
 
diff --git a/test/models/structural_model.jl b/test/models/structural_model.jl
@@ -315,7 +315,7 @@ end
     models = [Basic_Structural, Local_Level, Local_Linear_Trend1, Local_Linear_Trend2]
 
     empty_keys_vec = [
-        [], ["ν1", "ζ", "γ₁", "ω"], ["γ₁", "ω", "o"], ["γ₁", "ω", "o", "Exogenous_X"]
+        [], ["ν1", "ζ", "γ₁", "ω_2"], ["γ₁", "ω_2", "o"], ["γ₁", "ω_2", "o", "Exogenous_X"]
     ]
 
     exogs = [Exogenous_X1, Exogenous_X1, Exogenous_X1, Exogenous_X2]

Original file line number	Diff line number	Diff line change
`@@ -50,7 +50,7 @@ function evaluate_SSL(`
`50`	`50`	`DataFrame(`
`51`	`51`	`[`
`52`	`52`	`[model.output.residuals_variances["ξ"]],`
`53`		`- [model.output.residuals_variances["ω"]],`
	`53`	`+ [model.output.residuals_variances["ω_12"]],`
`54`	`54`	`[model.output.residuals_variances["ε"]],`
`55`	`55`	`[model.output.residuals_variances["ζ"]],`
`56`	`56`	`],`
Original file line number	Diff line number	Diff line change
`@@ -315,7 +315,7 @@ end`
`315`	`315`	`models = [Basic_Structural, Local_Level, Local_Linear_Trend1, Local_Linear_Trend2]`
`316`	`316`
`317`	`317`	`empty_keys_vec = [`
`318`		`- [], ["ν1", "ζ", "γ₁", "ω"], ["γ₁", "ω", "o"], ["γ₁", "ω", "o", "Exogenous_X"]`
	`318`	`+ [], ["ν1", "ζ", "γ₁", "ω_2"], ["γ₁", "ω_2", "o"], ["γ₁", "ω_2", "o", "Exogenous_X"]`
`319`	`319`	`]`
`320`	`320`
`321`	`321`	`exogs = [Exogenous_X1, Exogenous_X1, Exogenous_X1, Exogenous_X2]`