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Add STL short-horizon forecast regression test #13

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StatMixedML merged 1 commit into from
Jul 20, 2026
Merged

Add STL short-horizon forecast regression test #13

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16 changes: 16 additions & 0 deletions tests/test_hypertree_stl.py
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Original file line number Diff line number Diff line change
Expand Up @@ -824,6 +824,22 @@ def test_gn_option_trains_and_validates(self):
fcst = model.forecast(test_data=test)
assert np.isfinite(fcst["fcst"]).all()

@pytest.mark.parametrize("fcst_h", [3, 1])
def test_short_horizon_end_to_end_forecast_no_crash(self, fcst_h):
"""Short horizons should train and forecast finite values."""
train, test = self._series(n=48, fcst_h=fcst_h, seed=fcst_h)
model = HyperTreeSTL(period=12, num_seasonal_components=1, fcst_h=fcst_h, type="default")

model.train(
lgb_params={"learning_rate": 0.1, "num_leaves": 4, "min_data_in_leaf": 1},
num_iterations=5,
train_data=train,
)
fcst = model.forecast(test_data=test)

assert len(fcst) == fcst_h
assert np.isfinite(fcst["fcst"]).all()

@pytest.mark.parametrize("variant", ["default", "paper"])
def test_conformal_intervals(self, variant):
train, test = self._series()
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