Commit Graph
56 Commits
Author SHA1 Message Date
Kashif Rasul 1d341ac515 fix NB test 2020-07-06 13:20:27 +02:00
Dr. Kashif Rasul ac1e89e2cb formatting 2020-06-18 22:14:30 +02:00
Ingmar SchusterandKashif Rasul 5a06d3406f First go at IndependentDistributionOutput (#16)
* First go at IndependentDistributionOutput, subclassed by NormalOutput and NegativeBinomialOutput for now

* Multivariate test for new implementation of NormalOutput

* adding scaling parameter to NormalOutput

* IndependentNormalOutput now is an alias of NormalOutput with a DeprecatedWarning. Some more univariate distributions now inherit from IndependentDistributionOutput

* IndependentNormalOutput now is an alias of NormalOutput with a DeprecatedWarning. Some more univariate distributions now inherit from IndependentDistributionOutput
2020-06-18 17:08:44 +02:00
Kashif Rasul 859595d555 fixed test 2020-06-18 12:55:51 +02:00
Dr. Kashif Rasul e063a64ccc CustomDateFeatureSet returns summed array from dates 2020-06-16 18:38:53 +02:00
Dr. Kashif Rasul 6efcd6c5b9 upstream fixes to evaluator and NB output 2020-06-03 11:01:32 +02:00
ssmall41andGitHub deaee14552 Add imports from holiday.py in unit test module (#14)
Fixes failing unit tests due to missing imports.
2020-05-30 10:39:39 +02:00
Edrin BashaandKashif Rasul 3b3b064c11 Add CustomHolidayFeatureSet (#13)
* Add CustomHolidayFeatureSet

Add CustomHolidayFeatureSet

* Add tests for CustomHolidayFeatureSet

Add tests for CustomHolidayFeatureSet

* Adding to init py

Adding to init py
2020-05-26 16:06:11 +02:00
Edrin BashaandKashif Rasul 204efc8bdc Add a new CustomDateFeatureSet class to calculate holiday features ba… (#12)
* Add a new CustomDateFeatureSet class to calculate holiday features based on an array of pandas timestamps

Add a new CustomDateFeatureSet class to calculate holiday features based on an array of pandas timestamps

* Added test case for the CustomDateFeatureSet

Added test case for the CustomDateFeatureSet

* Added new class in the init file

Added new class in the init file
2020-05-22 15:43:13 +02:00
Dr. Kashif Rasul 9d73d9aae8 added headers to tests and fixed readme.
For issue #11
2020-04-30 11:21:57 +02:00
Dr. Kashif Rasul 7e6ed1d87a added lstnet tests 2020-04-27 16:25:48 +02:00
Dr. Kashif Rasul 8a0e59e47c fix for pytorch 1.5 and pydantic 2020-04-21 22:27:05 +02:00
Kashif RasulandGitHub Enterprise c5fac32bb2 initial lstnet multivariate point forecasting model (#9)
* initial lstnet

* lstnet network

* fixed forward

* fix splitter

* fix prediction

* rename argument to what it is i.e. time_first

* fixed scaling and some default values

* scaler can now take time_first=False tensors
2020-04-17 17:13:44 +02:00
Dr. Kashif Rasul cb012405bf optimized the imports 2020-03-30 13:01:08 +02:00
Dr. Kashif Rasul c52dfe9853 mape metric 2020-03-27 11:33:31 +01:00
Dr. Kashif Rasul 37fdb0e5b7 set shuffling of time series in file and list dataset to false by default 2020-03-09 10:51:04 +01:00
Kashif RasulandGitHub Enterprise 5bb0d7d6b6 Dataset (#4)
* Dataset is an iterable of DataEntry

* test_forecast_multivariate

* formatting

* offset can also be W-MON

* fix type

* fourier_time_features_from_frequency_str for weekly data

* randomly shuffle dataset for each worker

* filedataset is not scriptable

* read file randomly

* list and file datasets shuffle the time series in train

* do not shuffle time series in multivariate grouper

* fix tests

* formatting

* formatting
2020-03-05 12:04:09 +01:00
Kashif Rasul da9721ec27 added dataset tests 2020-01-14 20:14:37 +01:00
Dr. Kashif Rasul 7aa6f5ff84 added multivariate normal output tests 2020-01-06 15:22:46 +01:00
Dr. Kashif Rasul 23d9fa33c9 added independent normal test 2020-01-06 15:11:35 +01:00
Dr. Kashif Rasul 98717c2e8f added multivariate gaussian output 2020-01-06 14:49:40 +01:00
Dr. Kashif Rasul dc1951b19e added independent normal output 2020-01-04 20:47:04 +01:00
Dr. Kashif Rasul c1be3fa5a7 typos 2020-01-04 12:41:21 +01:00
Dr. Kashif Rasul f050f80feb added multivariate grouper 2020-01-04 12:22:50 +01:00
Dr. Kashif Rasul 0d2b014f4a fixed tests 2020-01-02 12:51:00 +01:00
Dr. Kashif Rasul ccedec4446 formatting 2020-01-01 23:40:04 +01:00
Dr. Kashif Rasul 0b53c3c941 added LowRankMultivariateNormalOutput 2020-01-01 23:39:08 +01:00
Dr. Kashif Rasul 8cca0b33cb added 2020 holiday test 2019-12-22 13:25:32 +01:00
Dr. Kashif Rasul 29ea3df65e added holiday tests 2019-12-22 13:21:42 +01:00
Dr. Kashif Rasul 16a31f0b53 formatting 2019-12-21 14:59:50 +01:00
Dr. Kashif Rasul 8d0daa3236 added some more tests 2019-12-20 23:23:00 +01:00
Dr. Kashif Rasul 8c3bc77757 instance splitter fix 2019-12-20 12:16:44 +01:00
Dr. Kashif Rasul e7651a510a batch_first 2019-12-19 21:31:34 +01:00
Kashif Rasul d8e9878218 moved transforms to their own module 2019-12-14 10:34:38 +01:00
Dr. Kashif Rasul b5280e6e08 fixed forecast test 2019-12-08 20:11:02 +01:00
Dr. Kashif Rasul c165e00cc3 initial forecast tests 2019-12-08 19:24:55 +01:00
Kashif Rasul 5387acad6d manually set the input_size for now 2019-12-05 21:47:57 +01:00
Kashif Rasul 7905888848 use tuple 2019-12-01 10:05:36 +01:00
Kashif Rasul a01b5be848 fix test 2019-12-01 10:02:35 +01:00
Kashif Rasul e81d244832 get args takes in in_feature argument 2019-11-21 23:13:38 +01:00
Dr. Kashif Rasul eb67bf0b9a added initial artifical const dataset 2019-11-19 16:45:05 +01:00
Dr. Kashif Rasul bae53cfcfa added get_lagged_subsequences 2019-11-18 16:05:31 +01:00
Kashif Rasul e341f9cb54 initial test for get_lagged_subseq 2019-11-17 22:46:57 +01:00
Kashif Rasul aa9aa2ed81 added inital scaler 2019-11-17 11:03:26 +01:00
Kashif Rasul 281874fcc2 fixed all transformation tests 2019-11-16 10:05:19 +01:00
Kashif Rasul 6de9121940 fixed all but 1 test 2019-11-14 21:48:37 +01:00
Kashif Rasul cbf5fe314a 15 failing tests 2019-11-14 21:29:38 +01:00
Dr. Kashif Rasul 05c6e73068 initial failing transform tests 2019-11-05 17:08:06 +01:00
Dr. Kashif Rasul 8415a522ec fix some imports 2019-11-05 16:43:18 +01:00
Dr. Kashif Rasul 7d5e808a6c test for forward 2019-11-02 16:09:10 +01:00