fix(arima): initialize residuals to zero (#959)

nbs/src/arima.ipynb

@@ -644,12 +644,12 @@
     "    if len(seasonal['order']) != 3 or any(o < 0 or not isinstance(o, int) for o in seasonal['order']):\n",
     "        raise ValueError('order must be 3 non-negative integers')\n",
     "    \n",
-    "    if seasonal['period'] is None or seasonal['period'] == 0:\n",
+    "    if seasonal['period'] is None or seasonal['period'] <= 0:\n",
     "        warnings.warn('Setting seasonal period to 1')\n",
     "        seasonal['period'] = 1\n",
     "    \n",
     "    #fixed\n",
-    "    #mask \n",
+    "    #mask\n",
     "    arma = np.array(\n",
     "        [\n",
     "            *order[::2], \n",
@@ -661,7 +661,7 @@
     "        dtype=np.int32,\n",
     "    )\n",
     "    narma = arma[:4].sum().item()\n",
-    "    \n",
+    "\n",
     "    # xtsp = init x, end x and frequency\n",
     "    # tsp(x) = None\n",
     "    Delta = np.array([1.]) \n",

python/statsforecast/arima.py

@@ -299,7 +299,7 @@ def maInvert(ma):
     ):
         raise ValueError("order must be 3 non-negative integers")
 
-    if seasonal["period"] is None or seasonal["period"] == 0:
+    if seasonal["period"] is None or seasonal["period"] <= 0:
         warnings.warn("Setting seasonal period to 1")
         seasonal["period"] = 1
 

src/arima.cpp

@@ -53,11 +53,11 @@ arima_transpar(const py::array_t<double> params_inv,
   assert(arma[0] >= 0 && arma[1] >= 0 && arma[2] >= 0 && arma[3] >= 0 &&
          arma[4] >= 0 && arma[5] >= 0 && arma[6] >= 0);
 
-  const int32_t mp = arma[0];
-  const int32_t mq = arma[1];
-  const int32_t msp = arma[2];
-  const int32_t msq = arma[3];
-  const int32_t ns = arma[4];
+  const auto mp = static_cast<size_t>(arma[0]);
+  const auto mq = static_cast<size_t>(arma[1]);
+  const auto msp = static_cast<size_t>(arma[2]);
+  const auto msq = static_cast<size_t>(arma[3]);
+  const auto ns = static_cast<size_t>(arma[4]);
   const uint32_t p = mp + ns * msp;
   const uint32_t q = mq + ns * msq;
 
@@ -127,22 +127,26 @@ arima_css(const py::array_t<double> yv, const py::array_t<int32_t> armav,
   assert(arma[0] >= 0 && arma[1] >= 0 && arma[2] >= 0 && arma[3] >= 0 &&
          arma[4] >= 0 && arma[5] >= 0 && arma[6] >= 0);
 
-  const uint32_t ncond = arma[0] + arma[5] + arma[4] * (arma[2] + arma[6]);
+  const auto d = static_cast<size_t>(arma[5]);
+  const auto D = static_cast<size_t>(arma[6]);
+  const auto ncond =
+      static_cast<size_t>(arma[0] + arma[5] + arma[4] * (arma[2] + arma[6]));
   uint32_t nu = 0;
   double ssq = 0.0;
 
   py::array_t<double> residv(n);
   const auto resid = make_span(residv);
+  std::fill_n(resid.begin(), ncond, 0.0);
   std::vector<double> w(y.begin(), y.end());
 
-  for (size_t _ = 0; _ < arma[5]; ++_) {
+  for (size_t _ = 0; _ < d; ++_) {
     for (size_t l = n - 1; l > 0; --l) {
       w[l] -= w[l - 1];
     }
   }
 
-  const uint32_t ns = arma[4];
-  for (size_t _ = 0; _ < arma[6]; ++_) {
+  const auto ns = static_cast<size_t>(arma[4]);
+  for (size_t _ = 0; _ < D; ++_) {
     for (size_t l = n - 1; l >= ns; --l) {
       w[l] -= w[l - ns];
     }
@@ -622,9 +626,9 @@ py::array_t<double> arima_gradtrans(const py::array_t<double> xv,
   assert(arma[0] >= 0 && arma[1] >= 0 && arma[2] >= 0 && arma[3] >= 0 &&
          arma[4] >= 0 && arma[5] >= 0 && arma[6] >= 0);
 
-  const int32_t mp = arma[0];
-  const int32_t mq = arma[1];
-  const int32_t msp = arma[2];
+  const auto mp = static_cast<size_t>(arma[0]);
+  const auto mq = static_cast<size_t>(arma[1]);
+  const auto msp = static_cast<size_t>(arma[2]);
 
   std::array<double, 100> w1;
   std::array<double, 100> w2;