Comments (4)
@pavelkrizek Could you provide your opinion on the feature? The result of our discussion will determine the next steps for HCrystalBallForecaster
in sktime
implemented in this PR
from hcrystalball.
@MichalChromcak Is this necessary for sktime wrapper? In principle, somebody who cares just about some particular horizon could achieve the same thing by just passing custom metrics to CV, which will i.e. exponentially weigh the error terms based on time - this way gets the best model just for a particular horizon and they could filter the result themselves.
I also see bigger changes needed than just filtering out the index in the predict
method. In order to make it useful, we would also need to change things in cross-validation, i.e. our Splitter is not supporting right now returning just one sample with the arbitrary horizon (horizon 10, gives you 10 samples for predict
), also our CV plotting will not be probably very meaningful with these settings, so having a better picture of how many things needs to be changed to make it usable would be a better starting point (would propose to change 1 wrapper and try to use it in different contexts to see what breaks...). Some scouting of methods that are already supporting this out-of-box would be also useful to see if there are some performance benefits of passing the filtered data to predict or just post-filtering in order to decide if one uniform solution "fits all".
from hcrystalball.
@pavelkrizek At least from the test suite, there are some cases when data is passed with indices including gaps. We might also raise NotImplementedError
in there, or maybe better directly in HCrystalBall
if such things occur.
@mloning Would be acceptable to raise NotImplementedError
in such case for sktime
?
from hcrystalball.
Hi @MichalChromcak, yes that would be okay, we may have ignore any failing unit test in sktime for the HCrystalball wrapper.
from hcrystalball.
Related Issues (20)
- Optional dependencies not failing on import
- Python version, neither filter for folders not taken into account from setup.cfg HOT 7
- [FEATURE] Add fit, predict parallel flow for multiple time-series data
- [BUG] Handling of country_code_column in ModelSelector
- [FEATURE] Add wrapper for Theta model from statsmodels HOT 2
- [FEATURE] Add readable progress indication also to the console output
- [BUG] Pre-commit does not strip notebooks' kernel information making docs build fail HOT 1
- [FEATURE] Update to newer python version by default HOT 2
- [OTHER] Feedback on reduction to regression `get_sklearn_wrapper` HOT 5
- [FEATURE] Add detrend transformer to model_selection for pipelines with random forest
- [FEATURE] Do not allow for empty X_train, y_train in SklearnWrapper after lag creation HOT 1
- [FEATURE] Create more robust ci check for python versions HOT 2
- [FEATURE] Ensure random state for estimators HOT 1
- [BUG] Loading of ModelSelector does not correctly bring back the country column
- [FEATURE] Support python 3.6
- [FEATURE] Improve logging/warnings from third party libraries HOT 1
- [FEATURE] Add support for Greykite HOT 3
- [OTHER] Question: AR coefficients, sklearn lags understanding HOT 13
- [FEATURE] Implement deprecated sktime interface on hcrystalball HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from hcrystalball.