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Enabling passing context into Model.forecast v2 #888

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Sep 2, 2022
Merged

Enabling passing context into Model.forecast v2 #888

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7b81911
Unify interface to work with prediction intervals
Aug 25, 2022
d557646
Add ContextRequiredInterface
Aug 25, 2022
12c901f
Remove context_size from models that doesn't require it
Aug 25, 2022
e84068a
Fix class name in errors
Aug 25, 2022
0b6f22c
Remove commented import
Aug 25, 2022
2c724f4
Change the hierarchy of models.base
Aug 29, 2022
46828f5
Add mixins, rearrange code
Aug 31, 2022
669d528
Merge branch 'inference' into issue-845-v2
Aug 31, 2022
42420f3
Update inheritance of mixins
Aug 31, 2022
4e8505d
Merge branch 'inference' into issue-845-v2
Aug 31, 2022
755d6a8
Fix bug with rnn
Aug 31, 2022
d22d7ff
Fix comments on PR
Sep 1, 2022
2985c6b
Add tests on Pipeline, AutoregressivePipeline
Sep 1, 2022
3a67784
Remove todos, add link to solution with patching
Sep 1, 2022
acb2c56
Fix comments on PR
Sep 2, 2022
0fe28c8
Update changelog
Sep 2, 2022
bf30057
Remove nested ifs in pipelines
Sep 2, 2022
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2 changes: 1 addition & 1 deletion etna/models/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
from etna.models.base import BaseAdapter
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Don't we want to add also AbstractModels?

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Ok, let's do it.

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What about MultiSegmentModelMixin and the other abstract models?

from etna.models.base import BaseModel
from etna.models.base import Model
from etna.models.base import PerSegmentModel
from etna.models.base import PerSegmentModelMixin
from etna.models.catboost import CatBoostModelMultiSegment
from etna.models.catboost import CatBoostModelPerSegment
from etna.models.catboost import CatBoostMultiSegmentModel
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10 changes: 6 additions & 4 deletions etna/models/autoarima.py
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Expand Up @@ -5,7 +5,9 @@
from statsmodels.tools.sm_exceptions import ValueWarning
from statsmodels.tsa.statespace.sarimax import SARIMAXResultsWrapper

from etna.models.base import PerSegmentPredictionIntervalModel
from etna.models.base import PerSegmentModelMixin
from etna.models.base import PredictionIntervalContextIgnorantAbstractModel
from etna.models.base import PredictionIntervalContextIgnorantModelMixin
from etna.models.sarimax import _SARIMAXBaseAdapter

warnings.filterwarnings(
Expand Down Expand Up @@ -48,7 +50,9 @@ def _get_fit_results(self, endog: pd.Series, exog: pd.DataFrame) -> SARIMAXResul
return model.arima_res_


class AutoARIMAModel(PerSegmentPredictionIntervalModel):
class AutoARIMAModel(
PerSegmentModelMixin, PredictionIntervalContextIgnorantModelMixin, PredictionIntervalContextIgnorantAbstractModel
):
"""
Class for holding auto arima model.

Expand All @@ -57,8 +61,6 @@ class AutoARIMAModel(PerSegmentPredictionIntervalModel):
We use :py:class:`pmdarima.arima.arima.ARIMA`.
"""

context_size = 0

def __init__(
self,
**kwargs,
Expand Down
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