[ENH][BUG] clean up Detrender and implement correct multivariate behaviour
#4053
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fkiraly
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module:forecasting
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FYI @mloning, @SveaMeyer13, @KishManani, would appreciate a look as you have worked on the detrender before. |
This was referenced Jan 3, 2023
KishManani
reviewed
Jan 5, 2023
klam-data
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Jan 18, 2023
…haviour (sktime#4053) This PR improves the `Detrender`: * it fixes sktime#4051 and also simplifies the logic in the `Detrender`. As the `BaseForecasting` interface supports loop over hierarchy instances and variables natively, all the case distinctions internally can go, and with it goes the incorrect multivariate implementation. * adds support for detrending with hierarchical forecasters * adds support for detrending with forecasters that require `fh` in `fit` already (this was not possible previously) As a consequence, the test `test_polynomial_detrending` had to be updated since the internal mtype of the `Detrender` changed, from `pd.Series` based to `pd.DataFrame` based (requiring a minor change in how objects are being compared).
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This PR improves the
Detrender:Detrender#4051 and also simplifies the logic in theDetrender. As theBaseForecastinginterface supports loop over hierarchy instances and variables natively, all the case distinctions internally can go, and with it goes the incorrect multivariate implementation.fhinfitalready (this was not possible previously)As a consequence, the test
test_polynomial_detrendinghad to be updated since the internal mtype of theDetrenderchanged, frompd.Seriesbased topd.DataFramebased (requiring a minor change in how objects are being compared).