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docs/source/release_notes.rst
@@ -6,6 +6,7 @@ Release Notes
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* Remove extra naive pipelines :pr:`4142`
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* Fixes
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* Fixed usage of codecov after uploader deprecation :pr:`4144`
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+ * Fixed issue where prediction intervals were becoming NaNs due to index errors :pr:`4154`
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* Changes
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* Documentation Changes
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* Testing Changes
evalml/pipelines/time_series_regression_pipeline.py
@@ -252,6 +252,8 @@ def get_prediction_intervals(
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y_train=y_train,
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calculating_residuals=True,
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)
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+ if self.component_graph.has_dfs:
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+ predictions_train.index = y_train.index
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residuals = y_train - predictions_train
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std_residual = np.sqrt(np.sum(residuals**2) / len(residuals))
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