AutoETS raises IndexError

[Joushkay]

What happened + What you expected to happen

I'm using AutoETS among other methods and the forecast method is working fine but when I'm doing cross_validation, I get this error: IndexError: too many indices for array: array is 1-dimensional, but 2 were indexed with the corresponding traceback here:

File "/home/joiyushkay/dev/biocartis_demand_planning/forecast_assessment/apps/core/data_process/forecasting.py", line 47, in get_forecasts
    evaluation_df = evaluation.evaluate()
                    ^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/forecast_assessment/apps/core/data_process/forecasting.py", line 97, in evaluate
    cross_validation_df = self.sf.cross_validation(
                          ^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/core.py", line 1588, in cross_validation
    return super().cross_validation(
           ^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/core.py", line 1007, in cross_validation
    res_fcsts = self.ga.cross_validation(
                ^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/core.py", line 339, in cross_validation
    raise error
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/core.py", line 336, in cross_validation
    res_i = model.forecast(**forecast_kwargs)
            ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/models.py", line 790, in forecast
    fcst = forecast_ets(mod, h=h, level=level)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/ets.py", line 1241, in forecast_ets
    fcst = pegelsfcast_C(h, obj)
           ^^^^^^^^^^^^^^^^^^^^^
  File "/home/joiyushkay/dev/biocartis_demand_planning/.venv/lib/python3.12/site-packages/statsforecast/ets.py", line 929, in pegelsfcast_C
    states = obj["states"][-1, :]
             ~~~~~~~~~~~~~^^^^^^^
IndexError: too many indices for array: array is 1-dimensional, but 2 were indexed

Versions / Dependencies

Click to expand

Dependencies: statsforecast 2.0.1

Reproducible example

class ForecastEvaluation:
    def __init__(self, pannel: pd.DataFrame, horizon: int, sf: StatsForecast):
        self.pannel = pannel
        self.horizon = horizon
        self.sf = sf

    def evaluate(self):
        cross_validation_df = self.sf.cross_validation(
            df=self.pannel,
            h=self.horizon,
            step_size=self.horizon // 2,
            n_windows=5
        )
        return cross_validation_df

Issue Severity

High: It blocks me from completing my task.