def test_probabilistic_multivariate_monthly_to_quarterly(self):
        """
        Check that probabilistic multivariate monthly to quarterly is properly transformed
        """
        monthly_ts = self.monthly_ts.stack(
            TimeSeries.from_times_and_values(
                times=self.monthly_ts.time_index,
                values=np.arange(10, 19),
                columns=["other"],
            )
        )
        # generate probabilistic monthly series
        all_vals_monthly = monthly_ts.all_values(copy=False)
        prob_values_monthly = np.concatenate(
            [all_vals_monthly + i * 0.01 for i in range(3)], axis=2
        )
        ts_prob_monthly = TimeSeries.from_times_and_values(
            times=monthly_ts.time_index,
            values=prob_values_monthly,
            columns=monthly_ts.columns.tolist(),
        )

        # component components are alternating
        quarterly_ts = TimeSeries.from_times_and_values(
            times=self.quarterly_ts.time_index,
            values=np.array([
                [1, 10, 2, 11, 3, 12],
                [4, 13, 5, 14, 6, 15],
                [7, 16, 8, 17, 9, 18],
            ]),
            columns=[
                "values_midas_0",
                "other_midas_0",
                "values_midas_1",
                "other_midas_1",
                "values_midas_2",
                "other_midas_2",
            ],
        )
        # generate probabilistic quarterly series
        all_vals_quarterly = quarterly_ts.all_values(copy=False)
        prob_values_quarterly = np.concatenate(
            [all_vals_quarterly + i * 0.01 for i in range(3)], axis=2
        )
        ts_prob_quarterly = TimeSeries.from_times_and_values(
            times=quarterly_ts.time_index,
            values=prob_values_quarterly,
            columns=quarterly_ts.columns.tolist(),
        )

        midas_1 = MIDAS(low_freq="QS")
        multivar_quarterly_ts_midas = midas_1.fit_transform(ts_prob_monthly)
        assert multivar_quarterly_ts_midas == ts_prob_quarterly

        multivar_inversed_quarterly_ts_midas = midas_1.inverse_transform(
            multivar_quarterly_ts_midas
        )
        assert ts_prob_monthly == multivar_inversed_quarterly_ts_midas

        Check that probabilistic multivariate monthly to quarterly is properly transformed
        
darts/tests/dataprocessing/transformers/test_midas.py