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Fix MIDAS padding for short multivariate and sampled series - #3304
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dennisbader merged 5 commits intoOct 27, 2026
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Thanks a lot for the nice fix and your first contribution @AryanRG 🚀
Everything looks good to me 💯
I added a reference to the PR in the changelog.
I'll merge once all tests have passed
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## master #3304 +/- ##
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Coverage 97.13% 97.13%
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Files 175 175
Lines 19411 19411
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Hits 18855 18855
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Checklist before merging this PR:
Fixes #3303.
Summary
Short multivariate or sampled series fail in
MIDAS.fit_transform()because the padding arrays use singleton component and sample dimensions. Preserve those dimensions when creating the padding.Added round-trip regressions for short monthly windows, quarter-start/end labels and multiple components/samples. The transformer and pipeline tests and repository pre-commit checks pass.