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[BUG] Prevent ETS crash for invalid multiplicative models

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What does this implement/fix? Explain your changes.

This PR adds a minimal guard in the ETS forecaster to handle failure cases observed with multiplicative models.

Specifically:

  • If any ETS component (error, trend, or seasonality) is multiplicative, the input series is now validated to ensure it is strictly positive and finite before optimisation begins.
  • A ZeroDivisionError raised during Nelder-Mead optimisation (caused by non-positive or overflowing forecasts) is now caught and re-raised as a clear ValueError with an explanatory message.
  • This prevents hard crashes and ensures the optimiser fails gracefully when invalid multiplicative forecasts occur without altering the existing optimisation logic.

Does your contribution introduce a new dependency? If yes, which one?

No.

Any other comments?

All existing ETS tests pass unchanged.

PR checklist

For all contributions

  • I've added myself to the list of contributors.
  • The PR title starts with [BUG].

For new estimators and functions

  • Not applicable.

For developers with write access

  • Not applicable.

@aeon-actions-bot aeon-actions-bot bot added bug Something isn't working forecasting Forecasting package labels Nov 24, 2025
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Thank you for contributing to aeon

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: [ forecasting ]. Feel free to change these if they do not properly represent the PR.

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@satwiksps satwiksps force-pushed the fix-ets-multiplicative-guard branch from 2d07bf3 to a7a1011 Compare November 24, 2025 07:00
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bug Something isn't working forecasting Forecasting package

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[BUG] ETS does not guard against negative multiplicative forecasts or overflowing infinite forecasts

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