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Option to enforce Predicton Interval #1662

Merged
merged 8 commits into from Oct 8, 2021
Merged

Option to enforce Predicton Interval #1662

merged 8 commits into from Oct 8, 2021

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ngupta23
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@ngupta23 ngupta23 commented Oct 8, 2021

Related Issuse or bug

Describe the changes you've made

Added option to enforce use of models that have a prediction interval only.

Type of change

  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Code style update (formatting, local variables)
  • Breaking change (fix or feature that would cause existing functionality to not work as expected)
  • This change requires a documentation update

How Has This Been Tested?

Unit tests added/updated

Checklist:

  • My code follows the style guidelines of this project.
  • I have performed a self-review of my own code.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have made corresponding changes to the documentation.
  • My changes generate no new warnings.
  • I have added tests that prove my fix is effective or that my feature works.
  • New and existing unit tests pass locally with my changes.
  • Any dependent changes have been merged and published in downstream modules.

@ngupta23 ngupta23 added the time_series Topics related to the time series label Oct 8, 2021
@ngupta23 ngupta23 added this to In progress in Time Series Forecasting via automation Oct 8, 2021
@ngupta23 ngupta23 added this to the Time Series Beta Release milestone Oct 8, 2021
@@ -234,6 +234,12 @@ def __init__(self, globals_dict: dict) -> None:

from sktime.forecasting.naive import NaiveForecaster # type: ignore

dummy = NaiveForecaster()
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Considering that this code block is reused many times, can we make it a function/method?

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Done. Please check

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Thanks!

@ngupta23 ngupta23 merged commit 813df5f into time_series Oct 8, 2021
Time Series Forecasting automation moved this from In progress to Done Oct 8, 2021
@ngupta23 ngupta23 deleted the ts_enforce_pi branch October 9, 2021 08:23
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[Time Series] Limit models to only those that have a prediction interval
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