Add AutoRegressivePipeline
#209
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| message="You probably set wrong freq.", | ||
| action="ignore", | ||
| ) | ||
| cur_ts_forecast = cur_ts.make_future(cur_step) |
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Why can't we use self.ts to generate future?
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It don't have all the values to make features for the future. And if we change it, it can make it difficult to make another forecast.
# Conflicts: # CHANGELOG.md
| to_forecast = self.horizon | ||
| while to_forecast > 0: | ||
| cur_step = min(self.step, to_forecast) | ||
| cur_ts = TSDataset(prediction_df, freq=self.ts.freq) |
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Let's use full name current_step and current_ts
| """ | ||
| prediction_df = self.ts.to_pandas() | ||
| to_forecast = self.horizon | ||
| while to_forecast > 0: |
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Let's make it with for loop and all logic in one place:
for idx_start in range(0, total_lenght, batch_size):
len_slice = min(batch_size, total_lenght - idx_start)
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| Returns | ||
| ------- | ||
| TSDataset |
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Something strange.
There is above
Returns
-------
Pipeline:
Fitted Pipeline instance
| ) | ||
| cur_ts_forecast = cur_ts.make_future(cur_step) | ||
| cur_ts_future = self.model.forecast(cur_ts_forecast) | ||
| prediction_df = pd.concat([prediction_df, cur_ts_future.to_pandas()[prediction_df.columns]]) |
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Can we just fill nans without concat every time?
# Conflicts: # CHANGELOG.md
Codecov Report
@@ Coverage Diff @@
## master #209 +/- ##
==========================================
+ Coverage 88.68% 88.98% +0.30%
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Files 77 78 +1
Lines 3631 3676 +45
==========================================
+ Hits 3220 3271 +51
+ Misses 411 405 -6
Continue to review full report at Codecov.
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Before submitting (must do checklist)
Type of Change
Proposed Changes
Add
AutoRegressivePipeline.Related Issue
#173.
Closing issues
Closes #173.