task

[m-muecke]

• Most likely it will just have an own task, which should basically be a subclass of the regression and classifcation task.

• Start with the regression task.

• The backend should inherit from the data.table backend and add a time and index column. Don't want to deal with the shit date implementation in R, i.e. I want frequency of year month, etc. various package handle this different:

• https://github.com/eddelbuettel/dtts data.table + nanotime

• https://tsibble.tidyverts.org tibble + vctrs with own vector type

I think the best implementation would be to try out the clock package since it behaves like lubridate and handles all the frequency I want. Check first how compatible it is with data.table, but I assume shouldn't be such an issue. Another challenge will be how the transformations of the target and features are handled with for example rolling mean, etc. data.table still has some open PRs for the rolling functions, check if they would work with clock.

[m-muecke]

clock doesn't work with data.table, great ...
https://clock.r-lib.org/articles/faq.html#why-doesnt-this-work-with-data-table

lets add frequency as an argument like functime and nixtla do then transformations can be inferred for tsibble (fable forecasting), check what benefits this brings

[m-muecke]

Trying to make TaskRegr work for now, since there is the order col role now and Dates are allowed as feature types. The additional index col role allows for global forecasting. Make regression work for now would be the same for TaskClasif, but would need adjustements in reflections and task helper for generation.

[m-muecke]

meeting feedback: try to use own forecast task that inherits from TaskSupervised or even TaskRegr, but then remove the col roles that are not relevant for task forecasting that task regresssion sets.

[m-muecke]

Currently I require the task col roles in the as_task_fcst() helper, perhaps it would be nicer to include them or only order in the task constructor and then handle it like TaskClasif to add them to the extra_args. Since currently, there is no check if the order was added and hence the task is even valid.