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[ENH] Working draft PR for forecasting #2244

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[ENH] Working draft PR for forecasting #2244

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Commits on Oct 24, 2024

  1. forecaster base and dummy

    @TonyBagnall
    TonyBagnall committed Oct 24, 2024
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  2. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall authored Oct 24, 2024
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  3. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall committed Oct 24, 2024
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Commits on Oct 25, 2024

  1. forecasting tests

    @TonyBagnall
    TonyBagnall committed Oct 25, 2024
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  2. forecasting tests

    @TonyBagnall
    TonyBagnall committed Oct 25, 2024
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  3. forecasting tests

    @TonyBagnall
    TonyBagnall committed Oct 25, 2024
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  4. forecasting tests

    @TonyBagnall
    TonyBagnall committed Oct 25, 2024
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  5. regression

    @TonyBagnall
    TonyBagnall committed Oct 25, 2024
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  6. notebook

    @TonyBagnall
    TonyBagnall committed Oct 25, 2024
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  7. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall authored Oct 25, 2024
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Commits on Oct 30, 2024

  1. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall authored Oct 30, 2024
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Commits on Oct 31, 2024

  1. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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  2. regressor

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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  3. regressor

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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  4. regressor

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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  5. tags

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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  6. tags

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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  7. requires_y

    @TonyBagnall
    TonyBagnall committed Oct 31, 2024
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Commits on Nov 1, 2024

  1. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall committed Nov 1, 2024
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  2. forecasting notebook

    @TonyBagnall
    TonyBagnall committed Nov 1, 2024
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  3. forecasting notebook

    @TonyBagnall
    TonyBagnall committed Nov 1, 2024
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Commits on Nov 2, 2024

  1. remove tags

    @TonyBagnall
    TonyBagnall committed Nov 2, 2024
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Commits on Nov 4, 2024

  1. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall authored Nov 4, 2024
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  2. Merge remote-tracking branch 'origin/main' into ajb/forecasting

    @MatthewMiddlehurst
    MatthewMiddlehurst committed Nov 4, 2024
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  3. Merge remote-tracking branch 'origin/main' into ajb/forecasting

    @MatthewMiddlehurst
    MatthewMiddlehurst committed Nov 4, 2024
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Commits on Nov 5, 2024

  1. fix forecasting testing (they still fail though)

    @MatthewMiddlehurst
    MatthewMiddlehurst committed Nov 5, 2024
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  2. Merge remote-tracking branch 'origin/ajb/forecasting' into ajb/foreca… 

    …sting
    @MatthewMiddlehurst
    MatthewMiddlehurst committed Nov 5, 2024
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  3. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall authored Nov 5, 2024
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  4. Merge remote-tracking branch 'origin/ajb/forecasting' into ajb/foreca… 

    …sting
    @MatthewMiddlehurst
    MatthewMiddlehurst committed Nov 5, 2024
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  5. _is_fitted -> is_fitted

    @TonyBagnall
    TonyBagnall committed Nov 5, 2024
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  6. _is_fitted -> is_fitted

    @TonyBagnall
    TonyBagnall committed Nov 5, 2024
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  7. _forecast

    @TonyBagnall
    TonyBagnall committed Nov 5, 2024
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  8. notebook

    @TonyBagnall
    TonyBagnall committed Nov 5, 2024
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  9. is_fitted

    @TonyBagnall
    TonyBagnall committed Nov 5, 2024
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Commits on Nov 6, 2024

  1. y_fitted

    @TonyBagnall
    TonyBagnall committed Nov 6, 2024
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  2. ETS forecaster

    @TonyBagnall
    TonyBagnall committed Nov 6, 2024
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  3. add y checks and conversion

    @TonyBagnall
    TonyBagnall committed Nov 6, 2024
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  4. add tag

    @TonyBagnall
    TonyBagnall committed Nov 6, 2024
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Commits on Nov 7, 2024

  1. tidy

    @TonyBagnall
    TonyBagnall committed Nov 7, 2024
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  2. _check_is_fitted()

    @TonyBagnall
    TonyBagnall committed Nov 7, 2024
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  3. _check_is_fitted()

    @TonyBagnall
    TonyBagnall committed Nov 7, 2024
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Commits on Nov 8, 2024

  1. Add fully functional ETS Forecaster. Modify base to not set default y… 

    … in forecast. Update tests for ETS Forecaster. Add script to verify ETS Forecaster against statsforecast module using a large number of random parameter inputs. (#2318)

Co-authored-by: Alex Banwell <[email protected]>
    @alexbanwell1
    alexbanwell1 and Alex Banwell authored Nov 8, 2024
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Commits on Nov 13, 2024

  1. Merge remote-tracking branch 'origin/main' into ajb/forecasting 

    # Conflicts:
#	aeon/testing/testing_data.py
#	aeon/testing/utils/estimator_checks.py
    @MatthewMiddlehurst
    MatthewMiddlehurst committed Nov 13, 2024
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Commits on Nov 15, 2024

  1. Ajb/forecasting (#2357) 

    * Add fully functional ETS Forecaster. Modify base to not set default y in forecast. Update tests for ETS Forecaster. Add script to verify ETS Forecaster against statsforecast module using a large number of random parameter inputs.

* Add faster numba version of ETS forecaster

* Seperate out predict code, and add test to test without creating a class - significantly faster!

* Modify _verify_ets.py to allow easy switching between statsforecast versions. This confirms that my algorithms without class overheads is significantly faster than nixtla statsforecast, and with class overheads, it is faster than their current algorithm

* Add basic gradient decent optimization algorithm for smoothing parameters

---------

Co-authored-by: Alex Banwell <[email protected]>
    @alexbanwell1
    alexbanwell1 and Alex Banwell authored Nov 15, 2024
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Commits on Nov 19, 2024

  1. Merge branch 'main' into ajb/forecasting

    @TonyBagnall
    TonyBagnall committed Nov 19, 2024
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