Merge hierarchical pipeline #1083
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## master #1083 +/- ##
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etna/datasets/datasets_generation.py
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| sigma: float = 1, | ||
| random_seed: int = 1, | ||
| ) -> pd.DataFrame: | ||
| """Create DataFrame with hierarchical structure and AR process data. |
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From method name and docstring I can't understand how many levels are generated during this method.
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Add n_levels parameter to make it more explicit
| from etna.transforms.base import Transform | ||
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| class HierarchicalPipeline(Pipeline): |
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After all, it is somewhat confusing that HierarchicalPipeline mimics Pipeline, but we can't e.g. mimic the logic of AutoRegressivePipeline or predict lower levels with ensembles.
May be it should be decorator over pipeline class that only adds logic with reconciliation.
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Have we thought about this possibility?
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We thought about solving it via composition, however it turns out that we should implement too much methods. But it is interesting point that levels might be predicted via different pipelines type, we haven't thought in this direction. May be we will improve this in next iteration of this track
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We should definitely think about it in the future.
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There are some issues with rendering of \begin{equation} y_{A,t} = y_{AA,t} + y_{AB,t} \ y_{t} = y_{A,t} + y_{B,t} \end{equation}
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Before submitting (must do checklist)
Proposed Changes
HierarchicaStructure-- container to hold the hierarchical structure of the time seriesTSDatasetHierarchicalPipeline-- pipeline to forecast time series with hierarchical structureTopDownReconcilerandBottomUpReconciler-- hierarchical reconciliation methodsClosing issues