Merge pull request #65 from LAMPSPUC/handle_decomposition_edge_cases

handle decomposition edge cases

Author: andreramosfdc

Project.toml

@@ -1,7 +1,7 @@
 name = "StateSpaceLearning"
 uuid = "971c4b7c-2c4e-4bac-8525-e842df3cde7b"
 authors = ["andreramosfc <andreramosfdc@gmail.com>"]
-version = "2.0.2"
+version = "2.0.3"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/models/structural_model.jl

@@ -1080,7 +1080,7 @@ function get_trend_decomposition(
         trend[1] = 0.0
     end
 
-    if model.stochastic_level
+    if model.stochastic_level && !isempty(components["ξ"]["Coefs"])
         ξ = vcat(zeros(max(2, model.stochastic_start) - 1), components["ξ"]["Coefs"], 0.0)
         @assert length(ξ) == T
     else
@@ -1119,7 +1119,7 @@ function get_slope_decomposition(
         slope[1] = 0.0
     end
 
-    if model.stochastic_slope
+    if model.stochastic_slope && !isempty(components["ζ"]["Coefs"])
         ζ = vcat(
             zeros(max(2, model.stochastic_start)),
             components["ζ"]["Coefs"],
@@ -1163,7 +1163,7 @@ function get_seasonal_decomposition(
         seasonal[1:s] = zeros(AbstractFloat, s)
     end
 
-    if model.stochastic_seasonal
+    if model.stochastic_seasonal && !isempty(components["ω_$(s)"]["Coefs"])
         ω = vcat(
             zeros(s - 1 + max(0, max(2, model.stochastic_start) - s)),
             components["ω_$(s)"]["Coefs"],