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Implement predict method in adapters #928

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Mr-Geekman opened this issue Sep 7, 2022 · 0 comments
Closed

Implement predict method in adapters #928

Mr-Geekman opened this issue Sep 7, 2022 · 0 comments
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enhancement New feature or request
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@Mr-Geekman
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Mr-Geekman commented Sep 7, 2022

🚀 Feature Request

We want to add predict method for models. It will be responsible for predictions with teacher forcing where autoregressive models will use true values as context for prediction.

Proposal

Rework adapters:

  • Add predict method to SeasonalMovingAverageModel
    • It should use true values for prediction of new value, not predicted values
    • If values aren't available, raise ValueError
  • Add predict method to DeadlineMovingAverageModel
    • Same as for previous item
  • Add predict method to _SARIMAXBaseAdapter
    • Method should use dynamic=False, but forecast should use dynamic=True during prediction

Test cases

  1. Make sure current tests pass.
  2. _SeasonalMovingAverageModel: check that predict works
  3. _DeadlineMovingAverageModel: check that predict works
  4. _SARIMAXBaseAdapter check that predict works

Additional context

Blocked by #927.

@Mr-Geekman Mr-Geekman added the enhancement New feature or request label Sep 7, 2022
@Mr-Geekman Mr-Geekman added this to the Inference milestone Sep 7, 2022
@Mr-Geekman Mr-Geekman changed the title Add predict method to adapters Implement predict method in adapters Sep 7, 2022
@Mr-Geekman Mr-Geekman self-assigned this Sep 16, 2022
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