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Fixes incorrect undifferencing in ARIMA, adds inverse transform to DifferenceTransformer

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TonyBagnall and others added 30 commits May 24, 2025 14:43
…bool, and fix bug with it not operating on differemced data
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@aeon-actions-bot aeon-actions-bot bot added bug Something isn't working examples Example notebook related forecasting Forecasting package transformations Transformations package labels Jul 31, 2025
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I have added the following labels to this PR based on the title: [ bug ].
I have added the following labels to this PR based on the changes made: [ examples, forecasting, transformations ]. Feel free to change these if they do not properly represent the PR.

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@TonyBagnall TonyBagnall changed the title [BUG] [BUG] Fix incorrect undifferencing in ARIMA Jul 31, 2025
… testing for DifferenceTransformer. This is tested in test_diff.py anyway, and it currently doesn't pass in the initial values to y required to undifference a series
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could you take out the inverse of difference from this PR and make a separate one? I'm not sure atm how to do this to be consistent with the general interface, so it wpould be better as a separate PR imo

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needs refactoring for the new model

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see previous, also need testing for the undifference function in the transformer

@TonyBagnall TonyBagnall merged commit b7f1a9c into main Aug 4, 2025
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@TonyBagnall TonyBagnall deleted the arb/arima_undifferencing_fix branch August 4, 2025 19:29
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3 participants