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[FEATURE] Non-continuous index in predict #50
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@pavelkrizek Could you provide your opinion on the feature? The result of our discussion will determine the next steps for |
@MichalChromcak Is this necessary for sktime wrapper? In principle, somebody who cares just about some particular horizon could achieve the same thing by just passing custom metrics to CV, which will i.e. exponentially weigh the error terms based on time - this way gets the best model just for a particular horizon and they could filter the result themselves. I also see bigger changes needed than just filtering out the index in the |
@pavelkrizek At least from the test suite, there are some cases when data is passed with indices including gaps. We might also raise @mloning Would be acceptable to raise |
Hi @MichalChromcak, yes that would be okay, we may have ignore any failing unit test in sktime for the HCrystalball wrapper. |
Is your feature request related to a problem? Please describe.
Sometimes it might be handy to be able to pass an index for predict methods, which would have gaps. E.g. wanting only forecasting horizon of 1d, 3d, and 7d ahead.
Describe the solution you'd like
X_pred
values.SklearnWrapper
might just pick exact things (thus support list of concrete lags) - especially handy when havingoptimize_for_horizon
set onTrue
Describe alternatives you've considered
Make it uniform for all models, while "wasting" computational time, but having just one implementation.
Additional context
Request partially raised in order to be compliant with
sktime
, but we could also discuss its usefulness in general.The text was updated successfully, but these errors were encountered: