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fix: holt-winters train.go runs off end of series and panics if start > 0 #73

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fix: holt-winters train.go runs off end of series and panics if start > 0 #73

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6 changes: 4 additions & 2 deletions forecast/algs/hw/train.go
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,8 @@ func (hw *HoltWinters) trainSeries(ctx context.Context, start, end int) error {
)

y := hw.sf.Values[start : end+1]
y_start := 0
y_end := len(y) - 1

seasonals := initialSeasonalComponents(y, period, hw.cfg.SeasonalMethod)

Expand All @@ -39,14 +41,14 @@ func (hw *HoltWinters) trainSeries(ctx context.Context, start, end int) error {
var mse float64 // mean squared error

// Training smoothing Level
for i := start; i < end+1; i++ {
for i := y_start; i < y_end+1; i++ {
if err := ctx.Err(); err != nil {
return err
}

xt := y[i]

if i == start { // Set initial smooth
if i == y_start { // Set initial smooth
st = xt
hw.tstate.initialSmooth = xt
} else {
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