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Updated forecast API#218

Merged
mloning merged 191 commits intodevfrom
fcast
Apr 25, 2020
Merged

Updated forecast API#218
mloning merged 191 commits intodevfrom
fcast

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@mloning mloning commented Jan 25, 2020 •
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What does this implement?

the new forecasting API, see #220

PR check list

mloning and others added 30 commits September 21, 2019 15:02
sync with dev
5887e0c
implement forecasting grid-search cv, first steps, work in progress
3ce225b
first working version of forecasting gscv
69db852
added tests for forecasting grid search cv
42d4cb9
added get_n_intervals helper function
1893ac5
update window length for grid search cv
f245dba
removed circular imports
6fe4079
sync with dev
62187a2
removed check_input kwarg, fixed fh handling of fit and predict, mino…
16b21bb 
…r bug fix
changed input format of y for forecasting from nested pd.Series to no…
79a79cb 
…rmal pd.Series
updated rolling window split
d7b06b8
@big-o
theta forecaster initial commit
e092f2c
@big-o
Merge branch 'master' of https://github.com/alan-turing-institute/sktime
e6c0238 
 into theta-forecaster
@big-o
Initial theta forecaster. Drift calculations need fixing.
ad91a59
@big-o
Initial theta forecaster. Commiting before merging in forecaster inte…
3d04741 
…rface updates.
@big-o
Merge branch 'forecasting' of https://github.com/alan-turing-institut…
1f9ab67 
…e/sktime into theta-forecaster
@big-o
working theta forecaster
4392e07
@big-o
prediction errors interface
99c5647
@big-o
prediction errors interface
5c85fb9
@big-o
prediction errors interface
947fc49
@big-o
thetaforecaster unit test
012366f
@big-o
demo of thetaforecaster and BaseForecaster.plot
1303901
@big-o
removed unnecessary import and better type checking
2c0eed6
@big-o
check for fit before PI calculations
d724d0b
added experimental forecasting gscv notebook
9632858
minor change
17c3e80
@big-o
author attributions
de38ab0
@big-o
pyre config
8c7f41d
@big-o
Merge branch 'dev' of github.com:big-o/sktime into theta-forecaster
11b7998
starting to refactor forecasting API, added forecaster base class, du…
5e76563 
…mmy forecaster and rolling window cv iterator
mloning added 30 commits March 25, 2020 11:53
updated gscv unit test, added update_predict to transformedTargetFore…
38af83d 
…caster
added tuning, minor changes
f4a95a6
changed AutoARIMA param m to sp
0066fe3
fh class
b1b69cd
encapsulated fh in FH class
64d008e
updated ins and oos fh, docstrings
d0b7de6
added unit tests
47165cd
added unit test
032d631
MERGE: fcast_fh, MAJOR CHANGE: refactored fh into class
06847db
added simple plotting function
c78b0f3
cv iterators accept only relative fh
86a787a
rename base module files
10c352e
bug fix for transformed target forecaster
572c246
restructured update_predict_single, minor changes
0ea0db5
added exception for failed fit in gscv
05cbc2d
fixed imports
ab298f3
added sklearn transformer adaptor to single series setting
96cb33d
added conditional deseasonaliser, made deseasonalisation optional in …
42eed71 
…theta, added adaptor for sklearn transformers
fixed fit failed warning import
60d7f8b
updated forecasting example notebook
c446ea7
added check_is_fitted to public transform method
fe27112
added docstrings
6a2cb36
added docstrings
d1e6a10
added boxcox transformer with bounds on lambda
07631da
sync with dev
25d0969
Merge branch 'dev' into fcast
0317481
sync with dev
dbc010a
Merge branch 'fcast' of https://github.com/alan-turing-institute/sktime…
dea250d 
… into fcast
minor fixes
869fafa
clean up
1b8d0e3
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implementing algorithms Implementing algorithms, estimators, objects native to sktime implementing framework Implementing or improving framework for learning tasks, e.g., base class functionality interfacing algorithms Interfacing existing algorithms/estimators from third party packages

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v0.4.0

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