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Optimisation of historical forecast for regression models #1885

Merged
merged 50 commits into from
Aug 1, 2023
Merged

Optimisation of historical forecast for regression models #1885

merged 50 commits into from
Aug 1, 2023

Commits on May 30, 2023

  1. added optimized_historical_forecasts method to forecasting models

    @dennisbader
    dennisbader committed May 30, 2023
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Commits on May 31, 2023

  1. reduced historical forecastable index generation

    @dennisbader
    dennisbader committed May 31, 2023
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Commits on Jul 4, 2023

  1. feat: historical forecasts optimization for simple regression model

    @madtoinou
    madtoinou committed Jul 4, 2023
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Commits on Jul 5, 2023

  1. fix: bug in reduction to boundaries

    @madtoinou
    madtoinou committed Jul 5, 2023
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  2. fix: reduce intermediary step

    @madtoinou
    madtoinou committed Jul 5, 2023
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  3. fix: improved support for stride > 1and forecast_horizon > 1, still s… 

    …ome issues for some scenario, lack of generalization
    @madtoinou
    madtoinou committed Jul 5, 2023
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Commits on Jul 6, 2023

  1. fix: improved generalization, support stride and forecast_horizon > 1

    @madtoinou
    madtoinou committed Jul 6, 2023
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  2. fix: improved comments and error messages

    @madtoinou
    madtoinou committed Jul 6, 2023
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Commits on Jul 7, 2023

  1. fix: bug for stride and forecast horizon > 1

    @madtoinou
    madtoinou committed Jul 7, 2023
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  2. modularizing the code, debugged last_points_only = False for all scen… 

    …arios
    @madtoinou
    madtoinou committed Jul 7, 2023
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  3. fix: last_points_only with model.output_chunk_length != forecast_horizon

    @madtoinou
    madtoinou committed Jul 7, 2023
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  4. fix: improved arguments names and type hinting

    @madtoinou
    madtoinou committed Jul 7, 2023
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  5. Merge branch 'master' into refactor/hist_fc_regression

    @madtoinou
    madtoinou committed Jul 7, 2023
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Commits on Jul 10, 2023

  1. fix: simplified if/else

    @madtoinou
    madtoinou committed Jul 10, 2023
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  2. feat: support for num_samples > 1 when last_points_only = True

    @madtoinou
    madtoinou committed Jul 10, 2023
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  3. feat: support num_samples > 1 for last_points_only=False

    @madtoinou
    madtoinou committed Jul 10, 2023
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  4. fix: improved type hinting

    @madtoinou
    madtoinou committed Jul 10, 2023
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Commits on Jul 11, 2023

  1. fix: support for RangeIndex with start > 0 and static covariates

    @madtoinou
    madtoinou committed Jul 11, 2023
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  2. fix: bug for RangeIndex with step > 1

    @madtoinou
    madtoinou committed Jul 11, 2023
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  3. fix: show_warning argument is correctly propagated, simplified some i… 

    …f conditions
    @madtoinou
    madtoinou committed Jul 11, 2023
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Commits on Jul 13, 2023

  1. fix: bug in forecastable index, pos/neg aspect of future lags was not… 

    … properly handled, start of past covariates was not shifted
    @madtoinou
    madtoinou committed Jul 13, 2023
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  2. fix: forecastable index must be further shifted in not multi_models

    @madtoinou
    madtoinou committed Jul 13, 2023
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  3. fix: remove duplicated code

    @madtoinou
    madtoinou committed Jul 13, 2023
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  4. fix: stored covariates are retrieved when necessary in the optimised … 

    …historical forecast
    @madtoinou
    madtoinou committed Jul 13, 2023
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  5. Merge branch 'master' into refactor/hist_fc_regression

    @madtoinou
    madtoinou authored Jul 13, 2023
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  6. Merge branch 'master' into refactor/hist_fc_regression

    @dennisbader
    dennisbader authored Jul 13, 2023
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Commits on Jul 17, 2023

  1. doc: added entry in the changelog

    @madtoinou
    madtoinou committed Jul 17, 2023
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  2. fix: revert changes to get_forecastable_time_index

    @madtoinou
    madtoinou committed Jul 17, 2023
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  3. feat: created a utils module dedicated to historical forecast, addres… 

    …sed some review comments
    @madtoinou
    madtoinou committed Jul 17, 2023
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  4. fix: slicing the covariates as much as possible

    @madtoinou
    madtoinou committed Jul 17, 2023
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Commits on Jul 25, 2023

  1. fix: _optimised_historical_forecasts returns an empty list

    @madtoinou
    madtoinou committed Jul 25, 2023
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Commits on Jul 27, 2023

  1. Merge branch 'master' into refactor/hist_fc_regression

    @madtoinou
    madtoinou authored Jul 27, 2023
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  2. feat: improved modularity, light performance gain for un-optimised hi… 

    …storical forecasts
    @madtoinou
    madtoinou committed Jul 27, 2023
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  3. fix: further modularization, added typing

    @madtoinou
    madtoinou committed Jul 27, 2023
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  4. doc: improved typing and added some docstrings

    @madtoinou
    madtoinou committed Jul 27, 2023
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  5. fix: clearly separated the retrain=True/False for historical_forecast… 

    …_time_index creation
    @madtoinou
    madtoinou committed Jul 27, 2023
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  6. merge with master

    @madtoinou
    madtoinou committed Jul 27, 2023
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  7. fix: predict_likelihood_parameters in optimized historical fct

    @madtoinou
    madtoinou committed Jul 27, 2023
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Commits on Jul 28, 2023

  1. Merge branch 'master' into refactor/hist_fc_regression

    @dennisbader
    dennisbader authored Jul 28, 2023
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Commits on Jul 31, 2023

  1. Merge branch 'master' into refactor/hist_fc_regression

    @madtoinou
    madtoinou authored Jul 31, 2023
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  2. fix: addressing review comments

    @madtoinou
    madtoinou committed Jul 31, 2023
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  3. fix: renamed optimised to optimized (US spelling)

    @madtoinou
    madtoinou committed Jul 31, 2023
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  4. fix: renamed optimised to optimized (US spelling)

    @madtoinou
    madtoinou committed Jul 31, 2023
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  5. Merge branch 'refactor/hist_fc_regression' of https://github.com/unit… 

    …8co/darts into refactor/hist_fc_regression
    @madtoinou
    madtoinou committed Jul 31, 2023
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  6. feat: added tests for optimized historical forecast

    @madtoinou
    madtoinou committed Jul 31, 2023
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  7. fix: properly copying dict in tests

    @madtoinou
    madtoinou committed Jul 31, 2023
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  8. fix: support for model with encoders

    @madtoinou
    madtoinou committed Jul 31, 2023
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  9. fix: improved encoders support for opti hist fct

    @madtoinou
    madtoinou committed Jul 31, 2023
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  10. include index gap between train and inference index for covariates in… 

    …dex generators
    @dennisbader
    dennisbader committed Jul 31, 2023
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Commits on Aug 1, 2023

  1. reduce testing time

    @dennisbader
    dennisbader committed Aug 1, 2023
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