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[ENH] concat operation on distributions #340

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fkiraly opened this issue May 17, 2024 · 0 comments
Open

[ENH] concat operation on distributions #340

fkiraly opened this issue May 17, 2024 · 0 comments
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enhancement module:probability&simulation probability distributions and simulators

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@fkiraly
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fkiraly commented May 17, 2024

There should be a concat operation on distributions.

This will require:

  • a "concatenated distribution" compositor skpro.concat, similar to pd.concat
  • a dunder-like method in distributions to implement specific concat operations that allow to "flatten" concatenated distibutions of the same type

A direct consumer of this interface would be sktime.forecasting's predict_proba vectorization.

@fkiraly fkiraly added enhancement module:probability&simulation probability distributions and simulators labels May 17, 2024
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Labels
enhancement module:probability&simulation probability distributions and simulators
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