def set_init_values()

in orbit/template/dlt.py [0:0]

• 41 lines of code
• 5 McCabe index (conditional complexity)

    def set_init_values(self):
        """Override from base class"""
        init_values = dict()
        if self._seasonality > 1:
            init_sea = np.clip(
                np.random.normal(loc=0, scale=0.05, size=self._seasonality - 1),
                -1.0,
                1.0,
            )
            init_values[LatentSamplingParameters.INITIAL_SEASONALITY.value] = init_sea
        if self.num_of_positive_regressors > 0:
            x = np.clip(
                np.random.normal(
                    loc=0, scale=0.1, size=self.num_of_positive_regressors
                ),
                1e-5,
                2.0,
            )
            init_values[
                LatentSamplingParameters.REGRESSION_POSITIVE_COEFFICIENTS.value
            ] = x
        if self.num_of_negative_regressors > 0:
            x = np.clip(
                np.random.normal(
                    loc=0, scale=0.1, size=self.num_of_negative_regressors
                ),
                -2.0,
                -1e-5,
            )
            init_values[
                LatentSamplingParameters.REGRESSION_NEGATIVE_COEFFICIENTS.value
            ] = x
        if self.num_of_regular_regressors > 0:
            x = np.clip(
                np.random.normal(loc=0, scale=0.1, size=self.num_of_regular_regressors),
                -2.0,
                2.0,
            )
            init_values[
                LatentSamplingParameters.REGRESSION_REGULAR_COEFFICIENTS.value
            ] = x
        self._init_values = init_values