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[timeseries] Check if the timestamps are sorted inside the TimeSeriesPredictor #2584

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merged 2 commits into from
Dec 20, 2022

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shchur
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@shchur shchur commented Dec 20, 2022

Description of changes:

  • Current solution, where we always sort the timestamps when creating a TimeSeriesDataFrame introduces a significant overhead when dealing with large datasets. With this PR, we delegate the task of ensuring that the timestamps are sorted chronologically to the user with a check inside the TimeSeriesPredictor.

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@shchur shchur added the module: timeseries related to the timeseries module label Dec 20, 2022
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Job PR-2584-064179a is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-2584/064179a/index.html

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LGTM!

@shchur shchur merged commit 9886856 into autogluon:master Dec 20, 2022
@shchur shchur deleted the sort-timestamps branch December 20, 2022 15:26
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