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refactors statsmodels and theta forecaster#1029

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fkiraly merged 3 commits intosktime:mainfrom
thayeylolu:refactor-statsModels
Jun 24, 2021
Merged

refactors statsmodels and theta forecaster#1029
fkiraly merged 3 commits intosktime:mainfrom
thayeylolu:refactor-statsModels

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@thayeylolu
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Reference : #955

We need to slowly re-factor all forecasters to be compliant with the new interface (see PR #912). i.e., no overrides of fit etc and descendant classes only implementing core logic, while the BaseForecaster implements check etc logic.

Currently this is running due to various downwards compatibility workarounds, which should be removed once all forecasters are ready (in "no-override" state)

The forecasters that still need a downstream refactor are:

  • _StatsModelAdapter and descendants AutoETS, ExponentialSmoothing, ThetaForecaster

@fkiraly fkiraly requested review from aiwalter, fkiraly and mloning June 23, 2021 14:54
@thayeylolu thayeylolu marked this pull request as ready for review June 23, 2021 20:39
@thayeylolu thayeylolu requested a review from fkiraly June 24, 2021 07:01
@thayeylolu
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@mloning this is ready for review :)

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@fkiraly fkiraly left a comment

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looks good to me, we need to update from main and let the tests pass

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fkiraly commented Jun 24, 2021

tests passed overnight - tests have re-started due to a PR that only fixed a broken link, so force-merging

@fkiraly fkiraly merged commit c16c90e into sktime:main Jun 24, 2021
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2 participants