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[ENH] Added GluonTS datasets as sktime datatypes#6530

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fkiraly merged 9 commits intosktime:mainfrom
shlok191:gluonTS_dataypes
Jul 3, 2024
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[ENH] Added GluonTS datasets as sktime datatypes#6530
fkiraly merged 9 commits intosktime:mainfrom
shlok191:gluonTS_dataypes

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@shlok191 shlok191 commented Jun 4, 2024

Reference Issues/PRs

Fixes #2860

What does this implement/fix? Explain your changes.

This is an implementation that adds support for GluonTS implemented data types in the sktime library to make it easier for users to utilize both libraries together.

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

I believe GluonTS was added as soft dependency in an earlier PR, but I will check this.

What should a reviewer concentrate their feedback on?

A reviewer should focus on my implementations in the sktime/datatypes/_table directory, specifically in the _registry.py and _check.py files.

Did you add any tests for the change?

Not yet, but planning on doing so!

Any other comments?

Hello everyone! I have tried to add data types on my own, but I am not sure if I am doing it correctly. I have a feeling that I will need to add more functionality to fully add support for ListDataset (planning on adding FileDataset as well to support larger datasets which likely might be common for many use cases) but I would really appreciate feedback on if I have the right idea of how to add a new datatype to sktime.

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shlok191 commented Jun 4, 2024

@fkiraly, I started work on adding in the GluonTS datatypes! Could you please let me know if I am making changes in the correct place and if so, what a rough roadmap could look like to add complete support for the ListDataset objects? Thank you!

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shlok191 commented Jun 4, 2024

@fkiraly, sorry about the repeated messages! I am trying to utilize the convert_from_multiindex_to_listdataset as the backend functions to convert sktime mtypes to gluonTS's ListDataset. However, I keep running into errors when I try to run the function.

Is it possible the function is possibly outdated? Thank you for the help!

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I think you are in the right module, but for time series, you need to use the _panel and _series directories, the Panel, and Series scitypes.

Series is single time series, Panel is collection of time series.

It is very possible that the existing functions are outdated - I do not think any tests have been added since the converters were contributed in 2022, so it is very much possible that they need to be updated.

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@fkiraly, could you please review the PR and let me know if it all looks good? Thank you so much! 😄

@fkiraly fkiraly added module:datatypes datatypes module: data containers, checkers & converters enhancement Adding new functionality labels Jun 19, 2024
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Looks good to me! Great!

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Thank you so much @fkiraly! Could you merge this into main so that I can use it for the new #6658 issue?

@fkiraly fkiraly merged commit 00cf1a0 into sktime:main Jul 3, 2024
@fkiraly fkiraly mentioned this pull request Jul 20, 2024
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enhancement Adding new functionality module:datatypes datatypes module: data containers, checkers & converters

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[ENH] data conversion adapters to gluonts

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