[timeseries] Speed up TimeSeriesEnsembleSelection.fit #2602
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shchur
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TimeSeriesEnsembleSelection.fit
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Job PR-2602-702e066 is done. |
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Job PR-2602-396af8f is done. |
canerturkmen
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Dec 23, 2022
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Job PR-2602-3aff1c9 is done. |
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Description of changes:
TimeSeriesDataFrame.slice_by_timestepoperation when computing the metrics while fitting an ensemble.Runtime comparison of
fit_ensemble()with 2 base modelsM4-hourly (350K rows, 414 items)
masterbranchM4-daily (10M rows, 4227 items)
masterbranchBy submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.