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Change ProphetModel and SARIMAXModel according to latest architecture #507

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iKintosh opened this issue Feb 7, 2022 · 0 comments · Fixed by #549
Closed
1 task done

Change ProphetModel and SARIMAXModel according to latest architecture #507

iKintosh opened this issue Feb 7, 2022 · 0 comments · Fixed by #549
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enhancement New feature or request

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@iKintosh
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iKintosh commented Feb 7, 2022

🚀 Feature Request

Both should inherit from PerSegmentPredictionIntervalModel.

Motivation

Make final changes for PredictionIntervalModels

Proposal

  1. Neither ProphetModel, nor SARIMAXModel should implement forecast and forecast_one_segment methods after this task.
  • Rename _ProphetModel to _ProphetAdapter
  • Rename _SARIMAXModel to _SARIMAXAdapter
  • All additional work that is done in forecast and forecast_one_segment methods should be moved either to Adapters or PerSegmentPredictionIntervalModel
  1. Change this line, it should check isinstance, not signature.

    if "prediction_interval" in inspect.signature(self.model.forecast).parameters:

  2. Remove unnecessary methods and parameters from PerSegmentBaseModel:

  • Method _build_models
  • Parameter _segments

Test cases

No response

Alternatives

Blocked by #506, #508

Additional context

No response

Checklist

  • I discussed this issue with ETNA Team
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Labels
enhancement New feature or request
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