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[FEAT] Informer, augment_calendar_df, set seeds in fit and predict #463

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merged 8 commits into from
Mar 9, 2023

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@cchallu cchallu commented Mar 9, 2023

  1. New univariate Informer model.
  2. New AutoInformer model.
  3. Added Transformers modules to common_modules.
  4. Added Informer in core tests and CI performance tests.
  5. Added augment_calendar_df function in utils based on Informer's calendar feature generation.
  6. Restart seed in fit and predict methods to control randomness from sampling (distribution losses and forwards of some models)

@cchallu cchallu requested a review from kdgutier March 9, 2023 18:07
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@cchallu cchallu merged commit d40b8e0 into main Mar 9, 2023
@cchallu cchallu deleted the improved_documentation branch March 9, 2023 19:38
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